+6,036.1%
TXN vs STLD
+8,684.3%
-2,648.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | -0.1% | +3.1% | -3.2% | -1.0% |
| 30D | -6.9% | -9.0% | +2.0% | -4.7% |
| 3M | -14.9% | -12.4% | -2.6% | -12.3% |
| 6M | +29.0% | +25.5% | +3.5% | +20.2% |
| YTD | +51.5% | +43.6% | +7.9% | +35.5% |
| 1Y | +41.6% | +87.2% | -45.6% | +17.3% |
| 3Y | +65.8% | +135.2% | -69.4% | +27.4% |
| 5Y | +56.8% | +290.9% | -234.1% | +1.3% |
| 10Y | +387.5% | +1,113.5% | -726.0% | +115.4% |
| All | +6,036.1% | +8,684.3% | -2,648.2% | +880.1% |
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 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