+314.8%
TJX vs STLD
+802.0%
-487.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -5.7% | -0.5% | -5.3% | -5.7% |
| 30D | -3.9% | -0.1% | -3.8% | -4.0% |
| 3M | -12.1% | -9.2% | -3.0% | -10.4% |
| 6M | -7.8% | +1.8% | -9.5% | -9.2% |
| YTD | -10.4% | +42.1% | -52.5% | -19.7% |
| 1Y | -5.5% | +58.5% | -64.0% | -17.9% |
| 3Y | +55.0% | +128.2% | -73.2% | +17.3% |
| 5Y | +114.2% | +288.2% | -174.0% | +30.3% |
| 10Y | +314.8% | +799.8% | -485.0% | +76.0% |
| All | +314.8% | +802.0% | -487.2% | +76.0% |
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