+109.8%
TEM vs STLD
+97.8%
+12.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +9.6% |
| 7D | +7.6% | -9.7% | +17.3% | +15.2% |
| 30D | +19.0% | -4.5% | +23.6% | +23.3% |
| 3M | +62.2% | -13.1% | +75.3% | +76.7% |
| 6M | +69.4% | -2.8% | +72.1% | +64.1% |
| YTD | +43.0% | +35.3% | +7.7% | 0.0% |
| 1Y | +18.0% | +51.4% | -33.4% | -26.6% |
| All | +109.8% | +97.8% | +12.0% | +2.9% |
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