+260.7%
STT vs TXG
+7.8%
+252.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +4.8% | -1.8% | +6.6% | +5.0% |
| 30D | +3.9% | -20.4% | +24.3% | +6.6% |
| 3M | -8.2% | +0.1% | -8.2% | -9.5% |
| 6M | +15.6% | +176.2% | -160.6% | -2.6% |
| YTD | +37.6% | +256.8% | -219.1% | +10.6% |
| 1Y | +50.1% | +255.9% | -205.8% | +20.3% |
| 3Y | +183.1% | +60.2% | +122.8% | +138.9% |
| 5Y | +104.8% | -65.1% | +169.9% | +92.7% |
| All | +260.7% | +7.8% | +252.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling