+117.9%
STLD vs TXG
+70.4%
+47.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.7% | -7.6% | +1.1% |
| 7D | -9.7% | +5.5% | -15.2% | -10.2% |
| 30D | -4.5% | -19.3% | +14.8% | -2.8% |
| 3M | -13.1% | +25.0% | -38.1% | -15.7% |
| 6M | -2.8% | +201.2% | -203.9% | -15.5% |
| YTD | +35.3% | +298.8% | -263.5% | +12.5% |
| 1Y | +51.4% | +326.6% | -275.2% | +24.2% |
| 3Y | +117.9% | +78.3% | +39.6% | +82.0% |
| All | +117.9% | +70.4% | +47.6% | +82.0% |
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 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