+485.1%
TXN vs STLD
+790.2%
-305.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +12.3% | +6.9% | +5.5% | +10.0% |
| 30D | +9.1% | -1.5% | +10.5% | +9.7% |
| 3M | +13.5% | -9.7% | +23.2% | +17.0% |
| 6M | +6.9% | +2.3% | +4.6% | +5.2% |
| YTD | +84.0% | +41.0% | +43.0% | +62.0% |
| 1Y | +95.8% | +51.8% | +43.9% | +68.1% |
| 3Y | +130.3% | +126.4% | +3.9% | +70.6% |
| 5Y | +89.2% | +285.7% | -196.5% | +14.0% |
| All | +485.1% | +790.2% | -305.1% | +154.5% |
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 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