+76.3%
STT vs TXT
-2.3%
+78.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +3.9% | -11.1% | +15.0% | +7.4% |
| 3M | +19.2% | -13.0% | +32.2% | +23.7% |
| 6M | +60.4% | -16.2% | +76.6% | +67.7% |
| YTD | +51.5% | -8.7% | +60.2% | +52.4% |
| 1Y | +76.3% | -3.8% | +80.1% | +74.4% |
| All | +76.3% | -2.3% | +78.6% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling