+504.0%
STRL vs TXT
+1.6%
+502.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.0% |
| 7D | +3.4% | -4.8% | +8.2% | +7.2% |
| 30D | -9.2% | -10.6% | +1.4% | -1.4% |
| 3M | -51.0% | -13.2% | -37.9% | -45.7% |
| 6M | +15.8% | -20.3% | +36.1% | +36.9% |
| YTD | +58.9% | -9.3% | +68.1% | +70.8% |
| 1Y | +68.5% | -2.7% | +71.2% | +72.5% |
| All | +504.0% | +1.6% | +502.4% | +491.8% |
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