+20.8%
TMUS vs STLD
+115.4%
-94.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +4.1% |
| 7D | +5.3% | -9.7% | +15.0% | +5.3% |
| 30D | +13.5% | -4.5% | +18.1% | +13.5% |
| 3M | -4.2% | -13.1% | +8.9% | -4.2% |
| 6M | -11.9% | -2.8% | -9.1% | -12.0% |
| YTD | -15.6% | +35.3% | -50.9% | -16.2% |
| 1Y | -16.8% | +51.4% | -68.2% | -17.8% |
| 3Y | +20.8% | +117.9% | -97.1% | +18.9% |
| All | +20.8% | +115.4% | -94.6% | +18.9% |
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