+1,410.4%
TSM vs STLD
+868.9%
+541.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | -7.6% | -11.1% | +3.6% | -4.1% |
| 30D | -20.5% | -4.8% | -15.7% | -19.2% |
| 3M | -10.0% | -14.6% | +4.6% | -5.9% |
| 6M | -10.1% | -7.4% | -2.6% | -8.8% |
| YTD | +24.5% | +32.6% | -8.1% | +13.0% |
| 1Y | +31.2% | +47.3% | -16.2% | +15.3% |
| 3Y | +322.0% | +107.5% | +214.4% | +230.0% |
| 5Y | +245.3% | +268.8% | -23.6% | +122.0% |
| All | +1,410.4% | +868.9% | +541.5% | +682.2% |
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