+1,376.8%
STX vs TXG
+41.0%
+1,335.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | +9.6% | +9.1% | +0.4% | +8.1% |
| 30D | +10.6% | +14.9% | -4.3% | +8.0% |
| 3M | +4.8% | +120.0% | -115.2% | -8.6% |
| 6M | +137.3% | +221.8% | -84.6% | +93.4% |
| YTD | +222.5% | +312.6% | -90.1% | +151.3% |
| 1Y | +366.2% | +398.4% | -32.2% | +248.2% |
| All | +1,376.8% | +41.0% | +1,335.8% | +1,108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling