+88.9%
TEM vs STLD
+93.7%
-4.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.7% |
| 7D | +5.3% | -11.1% | +16.4% | +13.8% |
| 30D | +8.1% | -4.8% | +12.9% | +12.0% |
| 3M | +64.9% | -14.6% | +79.4% | +81.5% |
| 6M | +42.1% | -7.4% | +49.6% | +43.0% |
| YTD | +28.8% | +32.6% | -3.8% | -8.8% |
| 1Y | +5.5% | +47.3% | -41.8% | -33.1% |
| All | +88.9% | +93.7% | -4.8% | -6.1% |
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