+1,672.6%
TSM vs STLD
+790.2%
+882.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +14.8% | +6.9% | +8.0% | +12.6% |
| 30D | -8.9% | -1.5% | -7.4% | -8.3% |
| 3M | -5.3% | -9.7% | +4.4% | -2.5% |
| 6M | +2.6% | +2.3% | +0.3% | +1.0% |
| YTD | +34.5% | +41.0% | -6.5% | +19.6% |
| 1Y | +41.0% | +51.8% | -10.8% | +22.5% |
| 3Y | +333.1% | +126.4% | +206.7% | +228.4% |
| 5Y | +270.1% | +285.7% | -15.6% | +132.2% |
| All | +1,672.6% | +790.2% | +882.4% | +720.2% |
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