-10.0%
TSM vs STLD
-4.1%
-5.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.6% | -3.2% | -8.8% |
| 7D | -18.2% | -12.5% | -5.8% | -15.7% |
| 30D | -26.8% | -6.8% | -20.0% | -25.2% |
| 3M | -14.5% | -16.4% | +1.9% | -11.8% |
| 6M | -10.0% | -6.1% | -3.9% | -13.9% |
| All | -10.0% | -4.1% | -5.9% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling