+852.7%
TSEM vs STLD
+790.2%
+62.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +20.5% | +6.9% | +13.7% | +17.9% |
| 30D | -29.0% | -1.5% | -27.5% | -28.3% |
| 3M | -39.4% | -9.7% | -29.7% | -37.1% |
| 6M | -28.5% | +2.3% | -30.8% | -29.2% |
| YTD | +34.4% | +41.0% | -6.6% | +20.1% |
| 1Y | +48.3% | +51.8% | -3.5% | +29.6% |
| 3Y | +543.5% | +126.4% | +417.1% | +393.1% |
| 5Y | +331.4% | +285.7% | +45.7% | +164.1% |
| All | +852.7% | +790.2% | +62.4% | +328.9% |
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