+1,144.9%
STX vs TXT
+12.6%
+1,132.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.2% |
| 7D | +10.7% | -0.2% | +11.0% | +10.9% |
| 30D | +11.3% | -11.1% | +22.3% | +18.5% |
| 3M | +3.2% | -13.0% | +16.2% | +10.5% |
| 6M | +157.0% | -16.2% | +173.2% | +180.4% |
| YTD | +229.2% | -8.7% | +237.9% | +236.7% |
| 1Y | +381.8% | -3.8% | +385.6% | +375.4% |
| 3Y | +1,383.2% | +5.5% | +1,377.7% | +1,219.2% |
| 5Y | +1,144.9% | +12.3% | +1,132.6% | +938.3% |
| All | +1,144.9% | +12.6% | +1,132.3% | +938.3% |
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