-2.9%
TSCO vs STLD
+291.8%
-294.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.7% | +2.7% | -1.0% | +1.1% |
| 30D | +2.8% | -8.4% | +11.3% | +4.3% |
| 3M | +17.9% | -9.9% | +27.8% | +19.7% |
| 6M | -28.6% | +33.0% | -61.6% | -33.5% |
| YTD | -28.0% | +42.6% | -70.6% | -34.1% |
| 1Y | -39.9% | +80.8% | -120.6% | -47.8% |
| 3Y | -14.0% | +143.4% | -157.4% | -31.8% |
| 5Y | -2.9% | +293.4% | -296.3% | -33.7% |
| All | -2.9% | +291.8% | -294.7% | -33.7% |
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