+262.0%
STT vs TXT
+98.4%
+163.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +3.9% | -11.1% | +15.0% | +11.2% |
| 3M | +19.2% | -13.0% | +32.2% | +28.3% |
| 6M | +60.4% | -16.2% | +76.6% | +75.9% |
| YTD | +51.5% | -8.7% | +60.2% | +56.6% |
| 1Y | +76.3% | -3.8% | +80.1% | +76.1% |
| 3Y | +200.7% | +5.5% | +195.2% | +176.6% |
| 5Y | +157.5% | +12.3% | +145.2% | +124.8% |
| 10Y | +262.0% | +97.4% | +164.6% | +110.8% |
| All | +262.0% | +98.4% | +163.6% | +110.8% |
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