+160.7%
STT vs TXT
+11.9%
+148.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +0.5% | -4.8% | +5.3% | +3.3% |
| 30D | +3.9% | -10.6% | +14.5% | +10.5% |
| 3M | +20.0% | -13.2% | +33.1% | +29.0% |
| 6M | +55.3% | -20.3% | +75.7% | +75.0% |
| YTD | +53.3% | -9.3% | +62.6% | +58.5% |
| 1Y | +74.7% | -2.7% | +77.4% | +72.3% |
| 3Y | +205.8% | +1.4% | +204.5% | +182.9% |
| All | +160.7% | +11.9% | +148.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling