+176.5%
STM vs TXG
+16.0%
+160.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +5.8% | +1.8% | +4.0% | +5.3% |
| 30D | -1.0% | +32.0% | -33.0% | -8.7% |
| 3M | -33.3% | +87.0% | -120.3% | -44.2% |
| 6M | +57.4% | +180.1% | -122.7% | +17.0% |
| YTD | +102.2% | +284.1% | -181.9% | +37.0% |
| 1Y | +99.6% | +361.7% | -262.1% | +25.5% |
| 3Y | +14.5% | +15.9% | -1.4% | -5.3% |
| 5Y | +21.4% | -66.2% | +87.5% | +22.4% |
| All | +176.5% | +16.0% | +160.4% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling