+11,237.1%
TSM vs STLD
+6,109.1%
+5,128.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.6% | -3.2% | -8.4% |
| 7D | -18.2% | -12.5% | -5.8% | -14.7% |
| 30D | -26.8% | -6.8% | -20.0% | -25.0% |
| 3M | -14.5% | -16.4% | +1.9% | -9.9% |
| 6M | -10.0% | -6.1% | -3.9% | -9.1% |
| YTD | +17.1% | +32.0% | -14.9% | +6.1% |
| 1Y | +21.5% | +45.5% | -24.0% | +6.8% |
| 3Y | +300.4% | +106.5% | +193.9% | +210.0% |
| 5Y | +224.7% | +267.2% | -42.5% | +102.2% |
| 10Y | +1,372.7% | +878.9% | +493.8% | +511.5% |
| All | +11,237.1% | +6,109.1% | +5,128.1% | +2,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling