-9.7%
STZ vs TXT
+94.9%
-104.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.9% | -4.8% | +2.9% | -0.4% |
| 30D | -1.9% | -10.6% | +8.7% | +1.6% |
| 3M | -6.2% | -13.2% | +6.9% | -2.5% |
| 6M | -14.0% | -20.3% | +6.3% | -8.3% |
| YTD | -5.1% | -9.3% | +4.1% | -3.1% |
| 1Y | -9.6% | -2.7% | -6.9% | -9.8% |
| 3Y | -47.2% | +1.4% | -48.6% | -49.0% |
| 5Y | -33.6% | +9.6% | -43.1% | -38.8% |
| All | -9.7% | +94.9% | -104.6% | -33.6% |
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