-38.8%
STLA vs TXT
-1.0%
-37.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.6% | -4.8% | +7.4% | +4.1% |
| 30D | -1.2% | -10.6% | +9.4% | +2.2% |
| 3M | -24.8% | -13.2% | -11.6% | -21.6% |
| 6M | -25.6% | -20.3% | -5.2% | -20.1% |
| YTD | -48.9% | -9.3% | -39.7% | -49.3% |
| 1Y | -38.8% | -2.7% | -36.1% | -45.1% |
| All | -38.8% | -1.0% | -37.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling