+293.4%
STLD vs TCOM
+26.3%
+267.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.7% | -7.6% | +10.3% | +3.7% |
| 30D | -8.4% | -12.2% | +3.8% | -6.9% |
| 3M | -9.9% | -14.2% | +4.4% | -8.3% |
| 6M | +33.0% | -25.0% | +58.0% | +37.8% |
| YTD | +42.6% | -43.7% | +86.3% | +53.1% |
| 1Y | +80.8% | -44.5% | +125.3% | +94.5% |
| 3Y | +143.4% | +13.4% | +130.0% | +131.6% |
| 5Y | +293.4% | +26.5% | +266.9% | +272.7% |
| All | +293.4% | +26.3% | +267.1% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling