-29.4%
TSCO vs STLD
+59.7%
-89.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +4.2% |
| 7D | +15.7% | -3.9% | +19.7% | +15.7% |
| 30D | +16.4% | -0.4% | +16.8% | +16.3% |
| 3M | +11.2% | -9.2% | +20.4% | +11.5% |
| 6M | +14.9% | +5.0% | +10.0% | +13.1% |
| YTD | -25.4% | +42.8% | -68.2% | -31.8% |
| 1Y | -29.4% | +60.1% | -89.5% | -37.9% |
| All | -29.4% | +59.7% | -89.1% | -37.9% |
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 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