+288.1%
TJX vs STLD
+1,092.9%
-804.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.0% | -2.8% | -1.1% | -3.3% |
| 30D | -20.3% | -10.4% | -9.9% | -18.2% |
| 3M | -23.3% | -10.6% | -12.7% | -21.5% |
| 6M | -19.7% | +32.7% | -52.4% | -26.2% |
| YTD | -17.1% | +42.8% | -59.9% | -25.6% |
| 1Y | -8.8% | +86.9% | -95.7% | -24.1% |
| 3Y | +43.4% | +143.8% | -100.4% | +6.8% |
| 5Y | +95.2% | +293.5% | -198.3% | +18.8% |
| 10Y | +288.1% | +1,122.7% | -834.6% | +56.2% |
| All | +288.1% | +1,092.9% | -804.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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