+661.5%
STM vs TXT
+97.6%
+563.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.8% | -4.8% | +10.6% | +8.9% |
| 30D | -1.0% | -10.6% | +9.6% | +5.8% |
| 3M | -33.3% | -13.2% | -20.1% | -27.7% |
| 6M | +57.4% | -20.3% | +77.7% | +80.1% |
| YTD | +102.2% | -9.3% | +111.4% | +112.3% |
| 1Y | +99.6% | -2.7% | +102.3% | +101.2% |
| 3Y | +14.5% | +1.4% | +13.1% | +11.8% |
| 5Y | +21.4% | +9.6% | +11.8% | +13.4% |
| All | +661.5% | +97.6% | +563.9% | +441.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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