+87.2%
STLD vs TXT
-1.0%
+88.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | -4.8% | +7.9% | +5.7% |
| 30D | -9.0% | -10.6% | +1.6% | -3.7% |
| 3M | -12.4% | -13.2% | +0.8% | -6.7% |
| 6M | +25.5% | -20.3% | +45.8% | +39.4% |
| YTD | +43.6% | -9.3% | +52.9% | +47.2% |
| 1Y | +87.2% | -2.7% | +89.9% | +75.5% |
| All | +87.2% | -1.0% | +88.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling