+1,502.2%
TSM vs STLD
+779.4%
+722.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.9% |
| 7D | -2.5% | -9.7% | +7.2% | +0.7% |
| 30D | -14.3% | -4.5% | -9.7% | -12.9% |
| 3M | -7.2% | -13.1% | +5.9% | -3.4% |
| 6M | -5.1% | -2.8% | -2.4% | -5.2% |
| YTD | +28.9% | +35.3% | -6.5% | +16.1% |
| 1Y | +37.1% | +51.4% | -14.3% | +19.3% |
| 3Y | +341.5% | +117.9% | +223.5% | +239.2% |
| 5Y | +245.7% | +272.6% | -26.9% | +120.0% |
| 10Y | +1,502.2% | +782.2% | +720.1% | +700.8% |
| All | +1,502.2% | +779.4% | +722.9% | +700.8% |
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