+292.8%
STLD vs TXT
+14.4%
+278.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.8% |
| 7D | -4.7% | -1.1% | -3.6% | -4.0% |
| 30D | -0.9% | +17.1% | -18.0% | -10.7% |
| 3M | -11.9% | -2.6% | -9.2% | -10.8% |
| 6M | +0.9% | -4.6% | +5.5% | +2.8% |
| YTD | +40.4% | -0.3% | +40.8% | +37.7% |
| 1Y | +56.6% | +5.9% | +50.7% | +47.4% |
| 3Y | +125.5% | +14.4% | +111.1% | +95.2% |
| 5Y | +292.8% | +15.9% | +277.0% | +226.8% |
| All | +292.8% | +14.4% | +278.4% | +226.8% |
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 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