+285.8%
TEL vs STLD
+761.4%
-475.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | +0.5% |
| 7D | +4.5% | +2.9% | +1.6% | +3.4% |
| 30D | +2.9% | -5.6% | +8.4% | +5.0% |
| 3M | +1.1% | -11.7% | +12.9% | +5.3% |
| 6M | +5.0% | -2.8% | +7.8% | +5.0% |
| YTD | -3.9% | +36.4% | -40.3% | -16.1% |
| 1Y | -7.4% | +50.0% | -57.4% | -22.0% |
| 3Y | +81.0% | +122.3% | -41.3% | +27.8% |
| 5Y | +42.3% | +273.2% | -230.9% | -21.6% |
| All | +285.8% | +761.4% | -475.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling