+6,517.4%
TXN vs STLD
+8,008.3%
-1,490.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -7.8% | -11.1% | +3.3% | -4.6% |
| 30D | -3.6% | -4.8% | +1.2% | -2.2% |
| 3M | +0.1% | -14.6% | +14.7% | +4.2% |
| 6M | -3.2% | -7.4% | +4.2% | -1.8% |
| YTD | +63.4% | +32.6% | +30.8% | +49.3% |
| 1Y | +75.6% | +47.3% | +28.3% | +55.9% |
| 3Y | +104.0% | +107.5% | -3.5% | +62.3% |
| 5Y | +65.0% | +268.8% | -203.8% | +8.6% |
| 10Y | +437.9% | +883.3% | -445.4% | +151.8% |
| All | +6,517.4% | +8,008.3% | -1,490.9% | +979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling