+471.3%
TSEM vs STLD
+105.6%
+365.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.6% |
| 7D | -17.5% | -11.1% | -6.4% | -12.3% |
| 30D | -44.7% | -4.8% | -39.9% | -42.9% |
| 3M | -38.9% | -14.6% | -24.3% | -33.9% |
| 6M | -36.7% | -7.4% | -29.3% | -34.6% |
| YTD | +17.0% | +32.6% | -15.6% | +1.3% |
| 1Y | +62.8% | +47.3% | +15.5% | +34.7% |
| 3Y | +471.3% | +107.5% | +363.8% | +321.7% |
| All | +471.3% | +105.6% | +365.7% | +321.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling