+455.6%
TXN vs STLD
+779.4%
-323.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.9% |
| 7D | -2.1% | -9.7% | +7.6% | +1.3% |
| 30D | +4.7% | -4.5% | +9.3% | +6.5% |
| 3M | +3.9% | -13.1% | +17.0% | +8.3% |
| 6M | +3.8% | -2.8% | +6.5% | +3.8% |
| YTD | +74.2% | +35.3% | +38.8% | +55.4% |
| 1Y | +88.2% | +51.4% | +36.8% | +61.8% |
| 3Y | +124.0% | +117.9% | +6.0% | +68.1% |
| 5Y | +78.4% | +272.6% | -194.2% | +8.8% |
| 10Y | +455.6% | +782.2% | -326.6% | +149.6% |
| All | +455.6% | +779.4% | -323.8% | +149.6% |
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