+96.5%
STM vs TXG
+406.9%
-310.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -6.7% |
| 7D | -6.0% | -19.3% | +13.2% | -2.4% |
| 30D | -20.9% | -30.9% | +10.0% | -16.3% |
| 3M | -15.8% | +41.1% | -56.8% | -22.4% |
| 6M | -17.0% | +211.9% | -228.9% | -31.8% |
| YTD | +76.8% | +314.0% | -237.2% | +41.8% |
| 1Y | +96.5% | +405.4% | -308.9% | +57.2% |
| All | +96.5% | +406.9% | -310.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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