+78.1%
STM vs TXT
+4.1%
+74.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.4% |
| 7D | -10.7% | -2.5% | -8.2% | -9.5% |
| 30D | -25.7% | +14.4% | -40.1% | -30.8% |
| 3M | -21.6% | -4.9% | -16.6% | -18.9% |
| 6M | -27.8% | -10.2% | -17.6% | -23.1% |
| YTD | +61.8% | -4.1% | +65.9% | +64.0% |
| 1Y | +78.1% | +4.0% | +74.1% | +61.9% |
| All | +78.1% | +4.1% | +74.0% | +61.9% |
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 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