+1,301.0%
TSEM vs STLD
+1,072.4%
+228.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +10.4% | +2.7% | +7.8% | +9.5% |
| 30D | -12.9% | -8.4% | -4.5% | -10.5% |
| 3M | -9.2% | -9.9% | +0.7% | -6.8% |
| 6M | +98.8% | +33.0% | +65.7% | +80.5% |
| YTD | +87.2% | +42.6% | +44.6% | +66.3% |
| 1Y | +239.0% | +80.8% | +158.2% | +180.2% |
| 3Y | +679.5% | +143.4% | +536.1% | +484.3% |
| 5Y | +667.3% | +293.4% | +373.9% | +367.6% |
| 10Y | +1,301.0% | +1,080.4% | +220.6% | +517.6% |
| All | +1,301.0% | +1,072.4% | +228.6% | +517.6% |
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 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