+105.1%
STT vs TXG
-64.9%
+170.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.4% |
| 7D | +5.1% | +1.8% | +3.3% | +4.8% |
| 30D | -0.2% | -17.7% | +17.4% | +2.1% |
| 3M | -8.1% | +2.3% | -10.5% | -10.0% |
| 6M | +16.6% | +182.5% | -165.9% | -4.1% |
| YTD | +37.8% | +262.4% | -224.5% | +7.6% |
| 1Y | +46.8% | +254.1% | -207.3% | +14.7% |
| 3Y | +181.2% | +66.6% | +114.6% | +132.1% |
| 5Y | +105.1% | -64.5% | +169.7% | +84.7% |
| All | +105.1% | -64.9% | +170.0% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling