-40.9%
TSCO vs STLD
+89.3%
-130.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +0.8% | +3.1% | -2.4% | +0.7% |
| 30D | +5.5% | -9.0% | +14.4% | +5.8% |
| 3M | +20.0% | -12.4% | +32.3% | +21.0% |
| 6M | -29.8% | +25.5% | -55.3% | -32.9% |
| YTD | -28.7% | +43.6% | -72.3% | -32.9% |
| 1Y | -40.9% | +87.2% | -128.1% | -45.3% |
| All | -40.9% | +89.3% | -130.2% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling