+1,081.9%
STLD vs TXT
+97.6%
+984.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | -4.8% | +7.9% | +6.3% |
| 30D | -9.0% | -10.6% | +1.6% | -2.3% |
| 3M | -12.4% | -13.2% | +0.8% | -4.7% |
| 6M | +25.5% | -20.3% | +45.8% | +43.8% |
| YTD | +43.6% | -9.3% | +52.9% | +50.6% |
| 1Y | +87.2% | -2.7% | +89.9% | +87.4% |
| 3Y | +135.2% | +1.4% | +133.9% | +124.7% |
| 5Y | +290.9% | +9.6% | +281.3% | +249.4% |
| All | +1,081.9% | +97.6% | +984.3% | +513.3% |
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