+11.0%
TEM vs STLD
+58.4%
-47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +5.1% | -0.5% | +5.5% | +5.1% |
| 30D | +16.8% | -0.1% | +16.9% | +17.0% |
| 3M | +42.6% | -9.2% | +51.8% | +43.3% |
| 6M | +63.9% | +1.8% | +62.2% | +60.1% |
| YTD | +34.5% | +42.1% | -7.6% | +16.4% |
| 1Y | +11.0% | +58.5% | -47.5% | -12.9% |
| All | +11.0% | +58.4% | -47.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling