+47.8%
STLA vs TXT
+98.4%
-50.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | +0.7% | -0.2% | +1.0% | +0.9% |
| 30D | -2.4% | -11.1% | +8.7% | +4.6% |
| 3M | -23.9% | -13.0% | -10.9% | -17.9% |
| 6M | -24.6% | -16.2% | -8.4% | -17.3% |
| YTD | -50.5% | -8.7% | -41.8% | -49.0% |
| 1Y | -39.8% | -3.8% | -36.1% | -40.0% |
| 3Y | -65.6% | +5.5% | -71.1% | -68.1% |
| 5Y | -62.1% | +12.3% | -74.4% | -66.3% |
| 10Y | +47.8% | +97.4% | -49.6% | -15.0% |
| All | +47.8% | +98.4% | -50.6% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling