+285.7%
STLD vs TXT
+10.3%
+275.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.4% |
| 7D | +6.9% | -1.1% | +7.9% | +7.5% |
| 30D | -1.5% | +13.3% | -14.7% | -9.3% |
| 3M | -9.7% | -5.1% | -4.6% | -7.2% |
| 6M | +2.3% | -7.1% | +9.5% | +5.9% |
| YTD | +41.0% | -3.2% | +44.2% | +40.8% |
| 1Y | +51.8% | +2.3% | +49.5% | +46.0% |
| 3Y | +126.4% | +11.1% | +115.3% | +99.5% |
| 5Y | +285.7% | +10.0% | +275.7% | +230.5% |
| All | +285.7% | +10.3% | +275.4% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling