+6,228.6%
STT vs TXT
+2,193.3%
+4,035.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | -5.0% | +14.4% | -19.3% | -11.8% |
| 3M | -10.5% | -4.9% | -5.5% | -8.8% |
| 6M | +10.0% | -10.2% | +20.2% | +14.6% |
| YTD | +30.7% | -4.1% | +34.8% | +30.6% |
| 1Y | +43.8% | +4.0% | +39.8% | +37.8% |
| 3Y | +168.1% | +8.0% | +160.1% | +147.9% |
| 5Y | +101.4% | +8.4% | +93.0% | +84.7% |
| 10Y | +211.3% | +116.6% | +94.7% | +90.7% |
| All | +6,228.6% | +2,193.3% | +4,035.3% | +1,210.9% |
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