+782.2%
STLD vs TXT
+115.3%
+666.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.7% |
| 7D | -9.7% | -3.5% | -6.1% | -7.6% |
| 30D | -4.5% | +15.2% | -19.7% | -13.2% |
| 3M | -13.1% | -4.5% | -8.6% | -11.3% |
| 6M | -2.8% | -6.1% | +3.4% | -0.2% |
| YTD | +35.3% | -2.0% | +37.3% | +34.1% |
| 1Y | +51.4% | +4.2% | +47.2% | +44.2% |
| 3Y | +117.9% | +14.4% | +103.6% | +91.7% |
| 5Y | +272.6% | +12.3% | +260.3% | +226.9% |
| 10Y | +782.2% | +101.8% | +680.3% | +404.1% |
| All | +782.2% | +115.3% | +666.8% | +404.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling