+123.8%
STX vs TXG
+406.9%
-283.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -8.8% |
| 7D | -20.2% | -19.3% | -0.9% | -17.1% |
| 30D | -37.2% | -30.9% | -6.3% | -33.7% |
| 3M | -34.1% | +41.1% | -75.1% | -36.9% |
| 6M | -24.5% | +211.9% | -236.3% | -34.8% |
| YTD | +102.9% | +314.0% | -211.0% | +67.2% |
| 1Y | +123.8% | +405.4% | -281.6% | +77.8% |
| All | +123.8% | +406.9% | -283.1% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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