+117.9%
STLD vs TXT
+11.8%
+106.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.9% |
| 7D | -9.7% | -3.5% | -6.1% | -7.9% |
| 30D | -4.5% | +15.2% | -19.7% | -12.0% |
| 3M | -13.1% | -4.5% | -8.6% | -11.0% |
| 6M | -2.8% | -6.1% | +3.4% | 0.0% |
| YTD | +35.3% | -2.0% | +37.3% | +34.3% |
| 1Y | +51.4% | +4.2% | +47.2% | +44.6% |
| 3Y | +117.9% | +14.4% | +103.6% | +94.8% |
| All | +117.9% | +11.8% | +106.1% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling