+295.7%
STT vs TXG
+22.9%
+272.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -1.4% | +5.0% | -6.4% | -2.1% |
| 30D | +2.2% | +13.5% | -11.3% | +0.2% |
| 3M | +18.8% | +128.0% | -109.2% | +4.6% |
| 6M | +57.9% | +224.4% | -166.5% | +30.9% |
| YTD | +51.0% | +307.0% | -256.0% | +20.6% |
| 1Y | +77.1% | +427.2% | -350.1% | +34.8% |
| 3Y | +199.8% | +40.2% | +159.7% | +160.6% |
| 5Y | +156.0% | -64.0% | +220.0% | +141.2% |
| All | +295.7% | +22.9% | +272.8% | +181.9% |
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