+2,038.9%
STX vs TXT
+90.9%
+1,948.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | +16.8% | -1.1% | +17.9% | +17.4% |
| 30D | -27.0% | +13.3% | -40.3% | -31.1% |
| 3M | -37.9% | -5.1% | -32.7% | -36.8% |
| 6M | -32.5% | -7.1% | -25.4% | -31.1% |
| YTD | +98.6% | -3.2% | +101.8% | +97.0% |
| 1Y | +93.6% | +2.3% | +91.3% | +87.2% |
| 3Y | +699.1% | +11.1% | +688.0% | +633.0% |
| 5Y | +481.0% | +10.0% | +471.0% | +429.9% |
| All | +2,038.9% | +90.9% | +1,948.0% | +1,582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling