-57.3%
STLA vs TXT
+4.2%
-61.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.8% |
| 7D | -6.4% | -3.5% | -2.8% | -5.6% |
| 30D | -1.3% | +15.2% | -16.5% | -4.7% |
| 3M | -19.9% | -4.5% | -15.5% | -19.2% |
| 6M | -42.9% | -6.1% | -36.8% | -42.2% |
| YTD | -59.4% | -2.0% | -57.5% | -60.4% |
| All | -57.3% | +4.2% | -61.5% | -63.5% |
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 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