+192.6%
TSCO vs STLD
+1,092.9%
-900.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -1.1% | -10.4% | +9.3% | +1.0% |
| 3M | +14.3% | -10.6% | +24.9% | +16.4% |
| 6M | -31.9% | +32.7% | -64.6% | -36.9% |
| YTD | -30.7% | +42.8% | -73.5% | -37.0% |
| 1Y | -41.1% | +86.9% | -128.0% | -49.9% |
| 3Y | -17.1% | +143.8% | -161.0% | -35.4% |
| 5Y | -7.5% | +293.5% | -301.0% | -38.0% |
| 10Y | +192.6% | +1,122.7% | -930.1% | +48.3% |
| All | +192.6% | +1,092.9% | -900.3% | +48.3% |
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 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