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  • TXN vs STLD✓SelectedUSD · STLDTXN vs STLD performance historyLatest closeAs of+1.03%09/09
Stock and ETF performance explorer

TXN vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+415.7%
STLD return
+1,092.9%
Excess return
-677.2%
Maximum drawdown
-33.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D+1.0%+0.2%+0.9%+1.0%
7D+2.7%-2.8%+5.5%+3.6%
30D-6.7%-10.4%+3.7%-3.6%
3M-8.9%-10.6%+1.7%-6.3%
6M+34.7%+32.7%+2.0%+21.7%
YTD+53.3%+42.8%+10.5%+34.7%
1Y+45.0%+86.9%-41.9%+16.5%
3Y+73.1%+143.8%-70.7%+25.7%
5Y+59.9%+293.5%-233.6%-3.8%
10Y+415.7%+1,122.7%-707.0%+112.1%
All+415.7%+1,092.9%-677.2%+112.1%

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