+3,667.8%
STRL vs TXT
+112.2%
+3,555.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.7% |
| 7D | -26.9% | -2.5% | -24.4% | -25.6% |
| 30D | -52.7% | +14.4% | -67.1% | -57.0% |
| 3M | -52.8% | -4.9% | -47.9% | -51.7% |
| 6M | -71.5% | -10.2% | -61.3% | -69.7% |
| YTD | -17.4% | -4.1% | -13.3% | -15.9% |
| 1Y | -35.0% | +4.0% | -38.9% | -37.1% |
| 3Y | +239.2% | +8.0% | +231.3% | +216.5% |
| 5Y | +830.2% | +8.4% | +821.7% | +750.8% |
| All | +3,667.8% | +112.2% | +3,555.6% | +2,021.0% |
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