+189.9%
STLA vs TXT
+349.8%
-159.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -4.5% | -2.5% | -2.0% | -3.3% |
| 30D | -3.9% | +14.4% | -18.3% | -10.5% |
| 3M | -20.2% | -4.9% | -15.3% | -18.6% |
| 6M | -42.2% | -10.2% | -32.0% | -39.7% |
| YTD | -59.3% | -4.1% | -55.2% | -59.4% |
| 1Y | -56.1% | +4.0% | -60.0% | -57.9% |
| 3Y | -73.7% | +8.0% | -81.6% | -75.4% |
| 5Y | -70.3% | +8.4% | -78.7% | -72.3% |
| 10Y | +23.1% | +116.6% | -93.5% | -19.7% |
| All | +189.9% | +349.8% | -159.9% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling