+238.4%
TMUS vs STLD
+868.9%
-630.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.6% | -11.1% | +14.7% | +5.6% |
| 30D | -3.4% | -4.8% | +1.4% | -2.8% |
| 3M | -9.5% | -14.6% | +5.1% | -7.4% |
| 6M | -15.2% | -7.4% | -7.8% | -14.8% |
| YTD | -18.9% | +32.6% | -51.5% | -24.3% |
| 1Y | -17.7% | +47.3% | -65.0% | -24.8% |
| 3Y | +15.6% | +107.5% | -91.9% | -4.2% |
| 5Y | +38.9% | +268.8% | -229.9% | -3.9% |
| All | +238.4% | +868.9% | -630.5% | +58.0% |
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