+51.6%
TEL vs STLD
+292.4%
-240.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -5.1% | -12.4% | +7.3% | -1.6% |
| 6M | +0.6% | +25.5% | -24.9% | -7.6% |
| YTD | -7.3% | +43.6% | -50.9% | -19.0% |
| 1Y | +1.1% | +87.2% | -86.0% | -19.4% |
| 3Y | +63.7% | +135.2% | -71.5% | +18.3% |
| All | +51.6% | +292.4% | -240.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling