+80.8%
STLD vs TCOM
-44.5%
+125.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.7% | -7.6% | +10.3% | +3.1% |
| 30D | -8.4% | -12.2% | +3.8% | -7.7% |
| 3M | -9.9% | -14.2% | +4.4% | -8.8% |
| 6M | +33.0% | -25.0% | +58.0% | +37.1% |
| YTD | +42.6% | -43.7% | +86.3% | +50.6% |
| 1Y | +80.8% | -44.5% | +125.3% | +93.3% |
| All | +80.8% | -44.5% | +125.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling