+123.8%
STX vs TXT
+9.2%
+114.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.9% | -8.1% |
| 7D | -20.2% | +10.6% | -30.8% | -20.7% |
| 30D | -37.2% | +14.4% | -51.6% | -37.8% |
| 3M | -34.1% | -2.7% | -31.3% | -33.3% |
| 6M | -24.5% | -4.7% | -19.8% | -22.8% |
| YTD | +102.9% | -0.5% | +103.5% | +97.4% |
| 1Y | +123.8% | +8.7% | +115.1% | +91.5% |
| All | +123.8% | +9.2% | +114.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling