+39.5%
TMUS vs STLD
+135.5%
-96.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.4% |
| 7D | +0.1% | +3.1% | -3.1% | 0.0% |
| 30D | +5.3% | -9.0% | +14.2% | +5.4% |
| 3M | +3.1% | -12.4% | +15.5% | +3.2% |
| 6M | -16.5% | +25.5% | -42.0% | -16.9% |
| YTD | -9.2% | +43.6% | -52.8% | -10.3% |
| 1Y | -26.5% | +87.2% | -113.7% | -28.7% |
| All | +39.5% | +135.5% | -96.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling