+70.2%
TEL vs STLD
+144.6%
-74.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | +3.0% | +3.1% | -0.2% | +1.8% |
| 30D | -3.9% | -9.0% | +5.1% | -1.2% |
| 3M | -5.1% | -12.4% | +7.3% | -1.5% |
| 6M | +0.6% | +25.5% | -24.9% | -7.9% |
| YTD | -7.3% | +43.6% | -50.9% | -19.6% |
| 1Y | +1.1% | +87.2% | -86.0% | -20.5% |
| All | +70.2% | +144.6% | -74.4% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling