+236.4%
TSM vs STLD
+255.4%
-19.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | -7.6% | -11.1% | +3.6% | -3.9% |
| 30D | -20.5% | -4.8% | -15.7% | -19.1% |
| 3M | -10.0% | -14.6% | +4.6% | -5.6% |
| 6M | -10.1% | -7.4% | -2.6% | -8.7% |
| YTD | +24.5% | +32.6% | -8.1% | +11.8% |
| 1Y | +31.2% | +47.3% | -16.2% | +13.7% |
| 3Y | +322.0% | +107.5% | +214.4% | +222.7% |
| All | +236.4% | +255.4% | -19.0% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling