+7,325.6%
STT vs TXT
+2,070.1%
+5,255.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +0.5% | -4.8% | +5.3% | +3.0% |
| 30D | +3.9% | -10.6% | +14.5% | +9.9% |
| 3M | +20.0% | -13.2% | +33.1% | +28.1% |
| 6M | +55.3% | -20.3% | +75.7% | +72.8% |
| YTD | +53.3% | -9.3% | +62.6% | +58.7% |
| 1Y | +74.7% | -2.7% | +77.4% | +74.0% |
| 3Y | +205.8% | +1.4% | +204.5% | +193.5% |
| 5Y | +145.0% | +9.6% | +135.4% | +124.9% |
| 10Y | +266.0% | +94.9% | +171.1% | +137.5% |
| All | +7,325.6% | +2,070.1% | +5,255.6% | +1,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling