+240.8%
TMUS vs STLD
+804.7%
-563.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | -0.4% |
| 7D | +9.5% | -4.7% | +14.2% | +10.3% |
| 30D | +13.8% | -0.9% | +14.7% | +13.8% |
| 3M | -4.6% | -11.9% | +7.3% | -2.9% |
| 6M | -11.7% | +0.9% | -12.6% | -12.6% |
| YTD | -15.4% | +40.4% | -55.8% | -21.7% |
| 1Y | -16.1% | +56.6% | -72.7% | -24.1% |
| 3Y | +20.5% | +125.5% | -105.0% | -1.5% |
| 5Y | +48.7% | +292.8% | -244.1% | +2.1% |
| 10Y | +240.8% | +787.1% | -546.3% | +66.7% |
| All | +240.8% | +804.7% | -563.9% | +66.7% |
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