+11,482.4%
STRL vs TXT
+1,636.0%
+9,846.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.9% |
| 7D | -19.8% | -1.1% | -18.8% | -19.3% |
| 30D | -43.6% | +17.1% | -60.6% | -46.7% |
| 3M | -45.2% | -2.6% | -42.6% | -44.9% |
| 6M | -65.7% | -4.6% | -61.2% | -65.3% |
| YTD | -5.4% | -0.3% | -5.1% | -5.3% |
| 1Y | -24.7% | +5.9% | -30.6% | -26.1% |
| 3Y | +335.0% | +14.4% | +320.7% | +316.1% |
| 5Y | +915.3% | +15.9% | +899.4% | +867.3% |
| 10Y | +3,877.5% | +99.6% | +3,777.9% | +3,065.9% |
| All | +11,482.4% | +1,636.0% | +9,846.4% | +7,157.9% |
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