+16,130.2%
TSCO vs STLD
+8,684.3%
+7,446.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +0.8% | +3.1% | -2.4% | +0.1% |
| 30D | +5.5% | -9.0% | +14.4% | +7.2% |
| 3M | +20.0% | -12.4% | +32.3% | +22.4% |
| 6M | -29.8% | +25.5% | -55.3% | -33.6% |
| YTD | -28.7% | +43.6% | -72.3% | -34.4% |
| 1Y | -40.9% | +87.2% | -128.1% | -48.7% |
| 3Y | -15.9% | +135.2% | -151.2% | -31.5% |
| 5Y | -3.5% | +290.9% | -294.3% | -30.7% |
| 10Y | +142.2% | +1,113.5% | -971.2% | +31.4% |
| All | +16,130.2% | +8,684.3% | +7,446.0% | +4,516.3% |
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 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