+1,849.3%
STX vs TXG
+22.9%
+1,826.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | +8.0% | +5.0% | +3.0% | +7.1% |
| 30D | +5.1% | +13.5% | -8.4% | +2.6% |
| 3M | +5.8% | +128.0% | -122.3% | -9.1% |
| 6M | +124.9% | +224.4% | -99.5% | +80.8% |
| YTD | +213.9% | +307.0% | -93.1% | +141.2% |
| 1Y | +350.4% | +427.2% | -76.8% | +227.1% |
| 3Y | +1,314.2% | +40.2% | +1,274.1% | +1,100.8% |
| 5Y | +1,092.8% | -64.0% | +1,156.8% | +1,028.7% |
| All | +1,849.3% | +22.9% | +1,826.4% | +1,342.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling