+263.4%
TSM vs STLD
+289.0%
-25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +0.8% |
| 7D | -2.1% | -4.7% | +2.6% | -0.4% |
| 30D | -12.5% | -0.9% | -11.6% | -12.1% |
| 3M | -5.0% | -11.9% | +6.9% | -1.3% |
| 6M | -3.2% | +0.9% | -4.1% | -4.5% |
| YTD | +31.5% | +40.4% | -8.9% | +15.9% |
| 1Y | +35.7% | +56.6% | -20.9% | +15.4% |
| 3Y | +323.5% | +125.5% | +198.0% | +215.8% |
| 5Y | +263.4% | +292.8% | -29.5% | +129.9% |
| All | +263.4% | +289.0% | -25.6% | +129.9% |
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