+655.5%
TSEM vs STLD
+135.5%
+520.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.6% |
| 7D | +6.9% | +3.1% | +3.7% | +5.3% |
| 30D | +5.3% | -9.0% | +14.3% | +9.7% |
| 3M | -14.9% | -12.4% | -2.5% | -10.4% |
| 6M | +80.0% | +25.5% | +54.5% | +59.6% |
| YTD | +89.4% | +43.6% | +45.7% | +57.7% |
| 1Y | +253.1% | +87.2% | +165.9% | +162.2% |
| All | +655.5% | +135.5% | +520.0% | +411.1% |
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