+3,877.1%
STRL vs TXT
+98.8%
+3,778.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.9% |
| 30D | -39.4% | +13.4% | -52.8% | -44.5% |
| 3M | -43.0% | -2.5% | -40.4% | -42.4% |
| 6M | -65.0% | -6.2% | -58.8% | -63.9% |
| YTD | -0.8% | -1.3% | +0.6% | -0.6% |
| 1Y | -20.3% | +4.3% | -24.6% | -22.9% |
| 3Y | +356.5% | +13.2% | +343.3% | +313.8% |
| 5Y | +952.8% | +12.4% | +940.5% | +844.0% |
| 10Y | +3,877.1% | +94.8% | +3,782.3% | +2,415.0% |
| All | +3,877.1% | +98.8% | +3,778.3% | +2,415.0% |
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