+392.6%
STM vs TXT
+112.2%
+280.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.6% |
| 7D | -10.7% | -2.5% | -8.2% | -9.3% |
| 30D | -25.7% | +14.4% | -40.1% | -31.9% |
| 3M | -21.6% | -4.9% | -16.6% | -19.6% |
| 6M | -27.8% | -10.2% | -17.6% | -23.6% |
| YTD | +61.8% | -4.1% | +65.9% | +63.4% |
| 1Y | +78.1% | +4.0% | +74.1% | +71.2% |
| 3Y | +4.9% | +8.0% | -3.1% | -1.8% |
| 5Y | -14.3% | +8.4% | -22.7% | -20.2% |
| All | +392.6% | +112.2% | +280.4% | +283.9% |
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