+98.5%
TJX vs STLD
+291.8%
-193.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -3.3% | +2.7% | -5.9% | -3.7% |
| 30D | -19.9% | -8.4% | -11.4% | -18.8% |
| 3M | -19.0% | -9.9% | -9.2% | -17.9% |
| 6M | -18.6% | +33.0% | -51.6% | -22.7% |
| YTD | -15.3% | +42.6% | -57.9% | -20.7% |
| 1Y | -7.3% | +80.8% | -88.1% | -16.9% |
| 3Y | +46.6% | +143.4% | -96.8% | +21.5% |
| 5Y | +98.5% | +293.4% | -194.9% | +44.0% |
| All | +98.5% | +291.8% | -193.3% | +44.0% |
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 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