+19,359.6%
STRL vs TXT
+1,480.6%
+17,879.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +3.4% | -4.8% | +8.2% | +5.1% |
| 30D | -9.2% | -10.6% | +1.4% | -5.7% |
| 3M | -51.0% | -13.2% | -37.9% | -48.6% |
| 6M | +15.8% | -20.3% | +36.1% | +25.7% |
| YTD | +58.9% | -9.3% | +68.1% | +64.7% |
| 1Y | +68.5% | -2.7% | +71.2% | +70.8% |
| 3Y | +485.2% | +1.4% | +483.8% | +484.7% |
| 5Y | +2,005.1% | +9.6% | +1,995.6% | +1,951.5% |
| 10Y | +7,118.0% | +94.9% | +7,023.1% | +5,745.0% |
| All | +19,359.6% | +1,480.6% | +17,879.0% | +12,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling