+183.1%
STT vs TXT
+10.4%
+172.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | +3.9% | +13.3% | -9.4% | -1.9% |
| 3M | -8.2% | -5.0% | -3.2% | -6.4% |
| 6M | +15.6% | -8.4% | +24.0% | +19.1% |
| YTD | +37.6% | -4.0% | +41.6% | +37.2% |
| 1Y | +50.1% | +2.8% | +47.3% | +44.4% |
| 3Y | +183.1% | +10.3% | +172.8% | +159.7% |
| All | +183.1% | +10.4% | +172.7% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling