+443.6%
STX vs TXT
+7.8%
+435.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | -28.5% | -2.5% | -26.0% | -27.5% |
| 30D | -42.9% | +14.4% | -57.3% | -47.0% |
| 3M | -45.9% | -4.9% | -41.0% | -44.8% |
| 6M | -41.3% | -10.2% | -31.1% | -38.6% |
| YTD | +67.9% | -4.1% | +72.0% | +66.3% |
| 1Y | +66.5% | +4.0% | +62.6% | +56.7% |
| 3Y | +588.0% | +8.0% | +580.0% | +503.5% |
| All | +443.6% | +7.8% | +435.9% | +349.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling