+1,819.8%
STX vs TXG
+16.0%
+1,803.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | +1.8% | +0.5% | +2.0% |
| 30D | +1.4% | +32.0% | -30.6% | -4.1% |
| 3M | -8.2% | +87.0% | -95.2% | -18.5% |
| 6M | +127.0% | +180.1% | -53.0% | +87.0% |
| YTD | +209.1% | +284.1% | -75.0% | +139.8% |
| 1Y | +365.4% | +361.7% | +3.7% | +245.4% |
| 3Y | +1,135.4% | +15.9% | +1,119.5% | +984.3% |
| 5Y | +991.5% | -66.2% | +1,057.7% | +943.3% |
| All | +1,819.8% | +16.0% | +1,803.8% | +1,334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling