+22.5%
STM vs TXG
-65.4%
+87.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.8% |
| 7D | +5.2% | +9.4% | -4.2% | +2.7% |
| 30D | -7.4% | +26.1% | -33.4% | -13.5% |
| 3M | -30.6% | +124.8% | -155.4% | -44.9% |
| 6M | +66.4% | +215.2% | -148.9% | +19.4% |
| YTD | +101.1% | +302.2% | -201.1% | +34.0% |
| 1Y | +97.4% | +370.9% | -273.6% | +22.7% |
| 3Y | +21.1% | +38.5% | -17.4% | -4.9% |
| 5Y | +22.5% | -64.4% | +86.8% | +6.8% |
| All | +22.5% | -65.4% | +87.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling