+80.0%
TSEM vs STLD
+22.5%
+57.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.6% |
| 7D | +6.9% | +3.1% | +3.7% | +5.2% |
| 30D | +5.3% | -9.0% | +14.3% | +10.0% |
| 3M | -14.9% | -12.4% | -2.5% | -9.0% |
| 6M | +80.0% | +25.5% | +54.5% | +48.0% |
| All | +80.0% | +22.5% | +57.6% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling