+751.3%
STLD vs TXG
+16.5%
+734.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.1% | +4.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.3% |
| 30D | -0.9% | -22.0% | +21.1% | +1.5% |
| 3M | -11.9% | +7.4% | -19.3% | -13.6% |
| 6M | +0.9% | +191.2% | -190.3% | -13.5% |
| YTD | +40.4% | +285.7% | -245.2% | +14.9% |
| 1Y | +56.6% | +268.3% | -211.7% | +28.5% |
| 3Y | +125.5% | +77.3% | +48.2% | +91.6% |
| 5Y | +292.8% | -62.3% | +355.2% | +272.0% |
| All | +751.3% | +16.5% | +734.8% | +536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling