+299.4%
TEL vs STLD
+1,092.9%
-793.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | -2.8% | +4.0% | +2.3% |
| 30D | -4.1% | -10.4% | +6.3% | -0.6% |
| 3M | -2.6% | -10.6% | +8.0% | +0.6% |
| 6M | 0.0% | +32.7% | -32.7% | -10.8% |
| YTD | -9.1% | +42.8% | -51.9% | -21.7% |
| 1Y | -0.8% | +86.9% | -87.8% | -23.0% |
| 3Y | +67.4% | +143.8% | -76.4% | +14.5% |
| 5Y | +51.8% | +293.5% | -241.7% | -17.8% |
| 10Y | +299.4% | +1,122.7% | -823.2% | +30.9% |
| All | +299.4% | +1,092.9% | -793.4% | +30.9% |
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