+9.2%
STLA vs TXT
+94.6%
-85.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.9% |
| 7D | -11.6% | -0.8% | -10.8% | -11.2% |
| 30D | -6.2% | +13.4% | -19.6% | -13.4% |
| 3M | -24.6% | -2.5% | -22.0% | -24.0% |
| 6M | -44.9% | -6.2% | -38.7% | -43.6% |
| YTD | -62.3% | -1.3% | -60.9% | -63.1% |
| 1Y | -61.8% | +4.3% | -66.1% | -63.9% |
| 3Y | -75.3% | +13.2% | -88.6% | -78.1% |
| 5Y | -72.5% | +12.4% | -84.9% | -75.7% |
| All | +9.2% | +94.6% | -85.4% | -31.9% |
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