+100.1%
TEM vs STLD
+105.2%
-5.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -7.1% |
| 7D | +3.5% | -4.7% | +8.2% | +6.8% |
| 30D | +13.5% | -0.9% | +14.5% | +14.5% |
| 3M | +46.3% | -11.9% | +58.2% | +57.7% |
| 6M | +61.5% | +0.9% | +60.6% | +52.4% |
| YTD | +36.4% | +40.4% | -4.0% | -7.1% |
| 1Y | +12.2% | +56.6% | -44.4% | -31.8% |
| All | +100.1% | +105.2% | -5.1% | -4.4% |
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