+2,071.0%
STX vs TXT
+115.3%
+1,955.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +8.8% |
| 7D | -14.8% | -3.5% | -11.2% | -13.3% |
| 30D | -35.4% | +15.2% | -50.5% | -39.4% |
| 3M | -37.7% | -4.5% | -33.2% | -36.7% |
| 6M | -35.2% | -6.1% | -29.1% | -34.2% |
| YTD | +84.4% | -2.0% | +86.3% | +82.0% |
| 1Y | +82.3% | +4.2% | +78.0% | +75.0% |
| 3Y | +646.2% | +14.4% | +631.8% | +576.0% |
| 5Y | +487.4% | +12.3% | +475.1% | +431.6% |
| 10Y | +2,071.0% | +101.8% | +1,969.2% | +1,544.7% |
| All | +2,071.0% | +115.3% | +1,955.7% | +1,544.7% |
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