+461.8%
STM vs TXT
+90.9%
+370.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.6% |
| 7D | +16.3% | -1.1% | +17.4% | +17.0% |
| 30D | -6.3% | +13.3% | -19.5% | -13.4% |
| 3M | -14.1% | -5.1% | -9.0% | -11.9% |
| 6M | -19.6% | -7.1% | -12.4% | -16.6% |
| YTD | +80.1% | -3.2% | +83.3% | +80.9% |
| 1Y | +95.4% | +2.3% | +93.0% | +89.6% |
| 3Y | +14.7% | +11.1% | +3.6% | +5.5% |
| 5Y | -5.4% | +10.0% | -15.4% | -12.7% |
| All | +461.8% | +90.9% | +370.9% | +312.9% |
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