+234.7%
TMUS vs STLD
+779.4%
-544.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.8% |
| 7D | +5.3% | -9.7% | +15.0% | +7.1% |
| 30D | +13.5% | -4.5% | +18.1% | +14.2% |
| 3M | -4.2% | -13.1% | +8.9% | -2.4% |
| 6M | -11.9% | -2.8% | -9.1% | -12.2% |
| YTD | -15.6% | +35.3% | -50.9% | -21.4% |
| 1Y | -16.8% | +51.4% | -68.2% | -24.2% |
| 3Y | +20.8% | +117.9% | -97.1% | -0.7% |
| 5Y | +48.0% | +272.6% | -224.6% | +2.7% |
| 10Y | +234.7% | +782.2% | -547.5% | +76.1% |
| All | +234.7% | +779.4% | -544.7% | +76.1% |
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 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