+357.9%
STRL vs TXT
+13.4%
+344.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -44.9% |
| 3M | -43.0% | -2.5% | -40.4% | -42.0% |
| 6M | -65.0% | -6.2% | -58.8% | -63.4% |
| YTD | -0.8% | -1.3% | +0.6% | +0.2% |
| 1Y | -20.3% | +4.3% | -24.6% | -22.7% |
| All | +357.9% | +13.4% | +344.5% | +320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling