+112.6%
TJX vs STLD
+289.0%
-176.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -1.5% |
| 7D | -0.5% | -4.7% | +4.1% | +0.2% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | -13.5% | -11.9% | -1.6% | -12.0% |
| 6M | -10.1% | +0.9% | -11.0% | -10.8% |
| YTD | -10.0% | +40.4% | -50.5% | -15.9% |
| 1Y | -5.5% | +56.6% | -62.1% | -13.4% |
| 3Y | +55.5% | +125.5% | -69.9% | +30.3% |
| 5Y | +112.6% | +292.8% | -180.2% | +50.5% |
| All | +112.6% | +289.0% | -176.3% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling