+17,248.1%
TSCO vs STLD
+8,177.9%
+9,070.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | +5.9% | -9.7% | +15.6% | +7.9% |
| 30D | +11.0% | -4.5% | +15.5% | +11.8% |
| 3M | +9.0% | -13.1% | +22.1% | +11.4% |
| 6M | +23.9% | -2.8% | +26.6% | +23.2% |
| YTD | -23.7% | +35.3% | -59.1% | -29.3% |
| 1Y | -29.4% | +51.4% | -80.8% | -36.1% |
| 3Y | +1.6% | +117.9% | -116.4% | -16.1% |
| 5Y | -7.1% | +272.6% | -279.7% | -32.8% |
| 10Y | +227.5% | +782.2% | -554.7% | +88.7% |
| All | +17,248.1% | +8,177.9% | +9,070.3% | +4,876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling