+7,250.2%
STLD vs TCOM
+2,902.5%
+4,347.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | -4.7% | +6.5% | -11.2% | -6.5% |
| 30D | -0.9% | +13.3% | -14.3% | -4.7% |
| 3M | -11.9% | -6.5% | -5.4% | -10.7% |
| 6M | +0.9% | -16.3% | +17.2% | +4.9% |
| YTD | +40.4% | -38.7% | +79.1% | +57.9% |
| 1Y | +56.6% | -40.1% | +96.7% | +77.1% |
| 3Y | +125.5% | +30.6% | +94.9% | +91.9% |
| 5Y | +292.8% | +45.8% | +247.0% | +191.8% |
| 10Y | +787.1% | +8.1% | +779.0% | +565.7% |
| All | +7,250.2% | +2,902.5% | +4,347.7% | +1,839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling