+1,077.4%
STX vs TXG
-63.6%
+1,141.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | +9.6% | +9.1% | +0.4% | +7.8% |
| 30D | +10.6% | +14.9% | -4.3% | +7.5% |
| 3M | +4.8% | +120.0% | -115.2% | -10.6% |
| 6M | +137.3% | +221.8% | -84.6% | +86.9% |
| YTD | +222.5% | +312.6% | -90.1% | +140.7% |
| 1Y | +366.2% | +398.4% | -32.2% | +231.0% |
| 3Y | +1,352.9% | +42.1% | +1,310.8% | +1,120.6% |
| 5Y | +1,077.4% | -63.5% | +1,140.9% | +994.4% |
| All | +1,077.4% | -63.6% | +1,141.0% | +994.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling