+143.4%
STLD vs TXG
+31.6%
+111.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.2% |
| 7D | +2.7% | +9.4% | -6.7% | +1.7% |
| 30D | -8.4% | +26.1% | -34.5% | -10.8% |
| 3M | -9.9% | +124.8% | -134.7% | -18.4% |
| 6M | +33.0% | +215.2% | -182.2% | +14.7% |
| YTD | +42.6% | +302.2% | -259.6% | +18.6% |
| 1Y | +80.8% | +370.9% | -290.2% | +45.6% |
| 3Y | +143.4% | +38.5% | +104.9% | +116.1% |
| All | +143.4% | +31.6% | +111.8% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling