-21.2%
TMUS vs STLD
+59.7%
-80.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +2.8% |
| 7D | +7.5% | -3.9% | +11.4% | +7.1% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -9.7% | -9.2% | -0.5% | -10.4% |
| 6M | -17.2% | +5.0% | -22.2% | -16.2% |
| YTD | -20.3% | +42.8% | -63.2% | -15.3% |
| 1Y | -21.2% | +60.1% | -81.3% | -14.3% |
| All | -21.2% | +59.7% | -80.9% | -14.3% |
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