+19.8%
STLA vs TXT
+115.3%
-95.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -1.5% |
| 7D | -6.4% | -3.5% | -2.8% | -4.4% |
| 30D | -1.3% | +15.2% | -16.5% | -9.8% |
| 3M | -19.9% | -4.5% | -15.5% | -18.3% |
| 6M | -42.9% | -6.1% | -36.8% | -41.6% |
| YTD | -59.4% | -2.0% | -57.5% | -60.2% |
| 1Y | -56.8% | +4.2% | -61.1% | -59.2% |
| 3Y | -73.1% | +14.4% | -87.5% | -76.3% |
| 5Y | -70.1% | +12.3% | -82.4% | -73.6% |
| 10Y | +19.8% | +101.8% | -82.1% | -30.5% |
| All | +19.8% | +115.3% | -95.6% | -30.5% |
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