+90.1%
STM vs TXT
+5.9%
+84.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -7.9% | -1.1% | -6.9% | -7.3% |
| 30D | -14.1% | +17.1% | -31.2% | -20.9% |
| 3M | -17.6% | -2.6% | -15.0% | -15.8% |
| 6M | -24.2% | -4.6% | -19.7% | -21.8% |
| YTD | +73.3% | -0.3% | +73.6% | +71.6% |
| 1Y | +90.1% | +5.9% | +84.2% | +71.1% |
| All | +90.1% | +5.9% | +84.2% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling