+273.1%
TSM vs STLD
+292.4%
-19.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +2.7% | +3.1% | -0.4% | +1.7% |
| 30D | +3.6% | -9.0% | +12.6% | +6.4% |
| 3M | -3.4% | -12.4% | +9.0% | -0.1% |
| 6M | +20.6% | +25.5% | -4.9% | +10.7% |
| YTD | +41.9% | +43.6% | -1.7% | +24.4% |
| 1Y | +84.4% | +87.2% | -2.8% | +48.5% |
| 3Y | +380.2% | +135.2% | +245.0% | +255.6% |
| All | +273.1% | +292.4% | -19.3% | +136.4% |
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