+75.2%
STRL vs TXT
-2.3%
+77.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.7% |
| 7D | +10.1% | -0.2% | +10.3% | +10.3% |
| 30D | -8.2% | -11.1% | +2.9% | +1.2% |
| 3M | -43.7% | -13.0% | -30.7% | -36.4% |
| 6M | +27.1% | -16.2% | +43.3% | +46.2% |
| YTD | +64.0% | -8.7% | +72.7% | +77.9% |
| 1Y | +75.2% | -3.8% | +78.9% | +81.0% |
| All | +75.2% | -2.3% | +77.5% | +81.0% |
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 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