+37.7%
TMUS vs STLD
+268.5%
-230.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.5% | +1.5% |
| 7D | +9.0% | -12.5% | +21.5% | +10.2% |
| 30D | -3.2% | -6.8% | +3.6% | -2.8% |
| 3M | -6.9% | -16.4% | +9.5% | -5.7% |
| 6M | -16.4% | -6.1% | -10.3% | -16.4% |
| YTD | -19.6% | +32.0% | -51.6% | -22.6% |
| 1Y | -19.9% | +45.5% | -65.4% | -23.8% |
| 3Y | +14.5% | +106.5% | -92.0% | +2.0% |
| 5Y | +37.7% | +267.2% | -229.5% | -0.3% |
| All | +37.7% | +268.5% | -230.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling