+415.7%
TXN vs STLD
+1,092.9%
-677.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 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