+140.2%
STLD vs TCOM
+13.4%
+126.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +3.1% | -9.5% | +12.7% | +4.3% |
| 30D | -9.0% | -10.7% | +1.7% | -7.9% |
| 3M | -12.4% | -14.6% | +2.3% | -11.0% |
| 6M | +25.5% | -19.3% | +44.8% | +28.3% |
| YTD | +43.6% | -42.9% | +86.6% | +53.0% |
| 1Y | +87.2% | -43.8% | +131.0% | +99.9% |
| All | +140.2% | +13.4% | +126.8% | +139.7% |
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