+865.7%
TSEM vs STLD
+779.4%
+86.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +10.2% |
| 7D | -2.0% | -9.7% | +7.7% | +1.7% |
| 30D | -33.4% | -4.5% | -28.9% | -32.1% |
| 3M | -39.7% | -13.1% | -26.6% | -36.7% |
| 6M | -27.8% | -2.8% | -25.1% | -27.2% |
| YTD | +29.7% | +35.3% | -5.6% | +17.5% |
| 1Y | +81.1% | +51.4% | +29.8% | +58.8% |
| 3Y | +529.3% | +117.9% | +411.4% | +388.7% |
| 5Y | +315.0% | +272.6% | +42.4% | +157.2% |
| 10Y | +865.7% | +782.2% | +83.5% | +349.8% |
| All | +865.7% | +779.4% | +86.3% | +349.8% |
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