+41.0%
TMUS vs STLD
+255.4%
-214.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.6% | -11.1% | +14.7% | +4.5% |
| 30D | -3.4% | -4.8% | +1.4% | -3.1% |
| 3M | -9.5% | -14.6% | +5.1% | -8.5% |
| 6M | -15.2% | -7.4% | -7.8% | -15.0% |
| YTD | -18.9% | +32.6% | -51.5% | -21.9% |
| 1Y | -17.7% | +47.3% | -65.0% | -21.8% |
| 3Y | +15.6% | +107.5% | -91.9% | +2.9% |
| All | +41.0% | +255.4% | -214.4% | +2.6% |
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