+50.2%
TJX vs STLD
+143.2%
-93.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -2.2% | +3.1% | -5.4% | -2.6% |
| 30D | -17.1% | -9.0% | -8.2% | -16.4% |
| 3M | -16.5% | -12.4% | -4.1% | -15.4% |
| 6M | -17.8% | +25.5% | -43.3% | -20.2% |
| YTD | -13.2% | +43.6% | -56.8% | -17.1% |
| 1Y | -5.2% | +87.2% | -92.4% | -12.2% |
| All | +50.2% | +143.2% | -93.0% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling