+203.2%
TSCO vs STLD
+802.0%
-598.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +9.8% | -0.1% | +9.9% | +9.6% |
| 3M | +4.8% | -9.2% | +14.0% | +6.4% |
| 6M | +23.3% | +1.8% | +21.5% | +21.3% |
| YTD | -25.1% | +42.1% | -67.2% | -32.2% |
| 1Y | -32.7% | +58.5% | -91.3% | -40.7% |
| 3Y | -2.0% | +128.2% | -130.2% | -22.8% |
| 5Y | -7.8% | +288.2% | -296.1% | -38.4% |
| 10Y | +203.2% | +799.8% | -596.7% | +55.8% |
| All | +203.2% | +802.0% | -598.9% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling