+301.8%
STT vs TXG
+16.0%
+285.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | +3.9% | +32.0% | -28.2% | -0.6% |
| 3M | +20.0% | +87.0% | -67.1% | +8.5% |
| 6M | +55.3% | +180.1% | -124.8% | +31.5% |
| YTD | +53.3% | +284.1% | -230.8% | +23.5% |
| 1Y | +74.7% | +361.7% | -287.0% | +35.5% |
| 3Y | +205.8% | +15.9% | +189.9% | +173.0% |
| 5Y | +145.0% | -66.2% | +211.2% | +132.9% |
| All | +301.8% | +16.0% | +285.8% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling