+93.6%
STX vs TXT
+2.5%
+91.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +16.8% | -1.1% | +17.9% | +16.9% |
| 30D | -27.0% | +13.3% | -40.3% | -27.6% |
| 3M | -37.9% | -5.1% | -32.7% | -37.0% |
| 6M | -32.5% | -7.1% | -25.4% | -30.9% |
| YTD | +98.6% | -3.2% | +101.8% | +93.3% |
| 1Y | +93.6% | +2.3% | +91.3% | +71.4% |
| All | +93.6% | +2.5% | +91.1% | +71.4% |
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