+107.5%
STLD vs TCOM
+30.2%
+77.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -11.1% | +12.1% | -23.2% | -12.2% |
| 30D | -4.8% | +16.5% | -21.3% | -6.4% |
| 3M | -14.6% | -4.0% | -10.5% | -14.2% |
| 6M | -7.4% | -18.5% | +11.1% | -5.2% |
| YTD | +32.6% | -38.3% | +70.9% | +40.1% |
| 1Y | +47.3% | -36.6% | +83.9% | +55.0% |
| 3Y | +107.5% | +31.1% | +76.4% | +105.5% |
| All | +107.5% | +30.2% | +77.3% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling