+168.5%
STM vs TXG
+22.9%
+145.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -1.1% | +5.0% | -6.1% | -2.4% |
| 30D | -7.8% | +13.5% | -21.3% | -11.1% |
| 3M | -28.2% | +128.0% | -156.2% | -43.0% |
| 6M | +52.0% | +224.4% | -172.5% | +8.6% |
| YTD | +96.4% | +307.0% | -210.6% | +31.0% |
| 1Y | +98.8% | +427.2% | -328.4% | +20.6% |
| 3Y | +18.3% | +40.2% | -21.9% | -7.2% |
| 5Y | +17.7% | -64.0% | +81.7% | +16.8% |
| All | +168.5% | +22.9% | +145.6% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling