+195.6%
STT vs TXG
+37.5%
+158.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.8% |
| 7D | +2.2% | +9.4% | -7.2% | +1.0% |
| 30D | +3.9% | +26.1% | -22.2% | +0.4% |
| 3M | +19.2% | +124.8% | -105.6% | +5.5% |
| 6M | +60.4% | +215.2% | -154.9% | +34.0% |
| YTD | +51.5% | +302.2% | -250.7% | +21.6% |
| 1Y | +76.3% | +370.9% | -294.6% | +36.8% |
| All | +195.6% | +37.5% | +158.1% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling