+296.3%
STLD vs TXG
-67.0%
+363.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +3.1% | +1.8% | +1.3% | +2.9% |
| 30D | -9.0% | +32.0% | -41.0% | -12.6% |
| 3M | -12.4% | +87.0% | -99.4% | -20.3% |
| 6M | +25.5% | +180.1% | -154.6% | +7.0% |
| YTD | +43.6% | +284.1% | -240.5% | +16.3% |
| 1Y | +87.2% | +361.7% | -274.5% | +45.8% |
| 3Y | +135.2% | +15.9% | +119.3% | +112.6% |
| All | +296.3% | -67.0% | +363.2% | +287.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling