+8,652.1%
STX vs TXT
+383.9%
+8,268.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -28.5% | -2.5% | -26.0% | -27.8% |
| 30D | -42.9% | +14.4% | -57.3% | -46.0% |
| 3M | -45.9% | -4.9% | -41.0% | -45.2% |
| 6M | -41.3% | -10.2% | -31.1% | -39.4% |
| YTD | +67.9% | -4.1% | +72.0% | +67.5% |
| 1Y | +66.5% | +4.0% | +62.6% | +60.9% |
| 3Y | +588.0% | +8.0% | +580.0% | +548.7% |
| 5Y | +449.1% | +8.4% | +440.6% | +415.7% |
| 10Y | +1,982.8% | +116.6% | +1,866.2% | +1,295.7% |
| All | +8,652.1% | +383.9% | +8,268.3% | +3,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling