+53.3%
TJX vs STLD
+119.8%
-66.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -0.9% |
| 7D | -0.3% | +2.9% | -3.3% | -0.6% |
| 30D | -5.6% | -5.6% | 0.0% | -5.1% |
| 3M | -12.3% | -11.7% | -0.6% | -11.4% |
| 6M | -7.7% | -2.8% | -4.9% | -7.8% |
| YTD | -11.4% | +36.4% | -47.9% | -15.0% |
| 1Y | -7.0% | +50.0% | -57.0% | -11.8% |
| 3Y | +53.3% | +122.3% | -69.0% | +40.2% |
| All | +53.3% | +119.8% | -66.5% | +40.2% |
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 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