+328.6%
TMO vs STLD
+1,131.4%
-802.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +1.1% | -8.9% | +10.0% | +2.5% |
| 3M | +28.3% | -14.0% | +42.4% | +31.2% |
| 6M | +23.3% | +30.8% | -7.6% | +16.7% |
| YTD | +5.5% | +42.3% | -36.8% | -1.9% |
| 1Y | +24.5% | +81.1% | -56.6% | +10.9% |
| 3Y | +19.6% | +149.2% | -129.6% | -0.6% |
| 5Y | +8.1% | +292.9% | -284.8% | -17.9% |
| All | +328.6% | +1,131.4% | -802.8% | +156.6% |
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