+13,634.3%
TSM vs STLD
+6,657.1%
+6,977.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +2.7% | +3.1% | -0.4% | +1.7% |
| 30D | +3.6% | -9.0% | +12.6% | +6.3% |
| 3M | -3.4% | -12.4% | +9.0% | -0.2% |
| 6M | +20.6% | +25.5% | -4.9% | +11.3% |
| YTD | +41.9% | +43.6% | -1.7% | +25.2% |
| 1Y | +84.4% | +87.2% | -2.8% | +49.5% |
| 3Y | +380.2% | +135.2% | +245.0% | +256.2% |
| 5Y | +275.3% | +290.9% | -15.5% | +128.1% |
| 10Y | +1,751.4% | +1,113.5% | +637.9% | +617.7% |
| All | +13,634.3% | +6,657.1% | +6,977.2% | +2,466.3% |
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