-4.5%
STM vs TXG
-63.5%
+59.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.9% |
| 7D | +1.4% | -8.1% | +9.5% | +3.9% |
| 30D | -8.4% | -17.5% | +9.1% | -4.0% |
| 3M | -15.8% | +6.1% | -21.9% | -18.8% |
| 6M | -22.8% | +202.7% | -225.5% | -44.6% |
| YTD | +79.4% | +280.4% | -201.1% | +18.6% |
| 1Y | +97.0% | +274.0% | -177.0% | +29.9% |
| 3Y | +14.2% | +74.9% | -60.7% | -17.4% |
| 5Y | -4.5% | -63.0% | +58.6% | -14.2% |
| All | -4.5% | -63.5% | +59.1% | -14.2% |
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 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