+201.0%
STT vs TXT
+115.3%
+85.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +1.9% |
| 7D | +0.9% | -3.5% | +4.5% | +3.0% |
| 30D | -2.3% | +15.2% | -17.5% | -10.7% |
| 3M | -7.0% | -4.5% | -2.5% | -5.2% |
| 6M | +15.5% | -6.1% | +21.6% | +17.9% |
| YTD | +35.6% | -2.0% | +37.5% | +33.5% |
| 1Y | +47.9% | +4.2% | +43.6% | +40.2% |
| 3Y | +181.1% | +14.4% | +166.7% | +145.1% |
| 5Y | +108.2% | +12.3% | +95.9% | +80.8% |
| 10Y | +201.0% | +101.8% | +99.2% | +72.3% |
| All | +201.0% | +115.3% | +85.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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