+1,133.3%
STX vs TXG
+9.4%
+1,123.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.3% |
| 7D | +16.8% | +1.8% | +15.1% | +16.5% |
| 30D | -27.0% | -17.7% | -9.4% | -24.2% |
| 3M | -37.9% | +2.3% | -40.2% | -38.3% |
| 6M | -32.5% | +182.5% | -215.0% | -44.1% |
| YTD | +98.6% | +262.4% | -163.8% | +55.6% |
| 1Y | +93.6% | +254.1% | -160.5% | +51.6% |
| 3Y | +699.1% | +66.6% | +632.5% | +561.5% |
| 5Y | +481.0% | -64.5% | +545.5% | +455.3% |
| All | +1,133.3% | +9.4% | +1,123.9% | +830.8% |
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