+155.8%
STT vs TXG
-63.6%
+219.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +1.0% | +9.1% | -8.2% | -0.4% |
| 30D | +2.8% | +14.9% | -12.1% | +0.4% |
| 3M | +18.1% | +120.0% | -101.8% | +3.4% |
| 6M | +59.2% | +221.8% | -162.6% | +29.9% |
| YTD | +51.5% | +312.6% | -261.1% | +18.2% |
| 1Y | +75.7% | +398.4% | -322.8% | +31.3% |
| 3Y | +200.8% | +42.1% | +158.7% | +159.3% |
| 5Y | +155.8% | -63.5% | +219.2% | +128.2% |
| All | +155.8% | -63.6% | +219.4% | +128.2% |
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