+1,095.2%
STX vs TXG
+7.8%
+1,087.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | +14.6% | -1.8% | +16.4% | +15.0% |
| 30D | -26.0% | -20.4% | -5.6% | -22.6% |
| 3M | -42.6% | +0.1% | -42.7% | -42.8% |
| 6M | -35.3% | +176.2% | -211.4% | -46.2% |
| YTD | +92.5% | +256.8% | -164.3% | +51.2% |
| 1Y | +102.4% | +255.9% | -153.5% | +58.4% |
| 3Y | +673.8% | +60.2% | +613.6% | +545.1% |
| 5Y | +463.1% | -65.1% | +528.1% | +439.7% |
| All | +1,095.2% | +7.8% | +1,087.4% | +804.6% |
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