+765.7%
STLD vs TXG
+24.6%
+741.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | -2.8% | +9.1% | -12.0% | -3.8% |
| 30D | -10.4% | +14.9% | -25.3% | -12.1% |
| 3M | -10.6% | +120.0% | -130.6% | -19.7% |
| 6M | +32.7% | +221.8% | -189.1% | +12.8% |
| YTD | +42.8% | +312.6% | -269.8% | +16.9% |
| 1Y | +86.9% | +398.4% | -311.5% | +47.7% |
| 3Y | +143.8% | +42.1% | +101.7% | +114.7% |
| 5Y | +293.5% | -63.5% | +356.9% | +275.5% |
| All | +765.7% | +24.6% | +741.1% | +548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling