-28.4%
STZ vs TXT
+11.0%
-39.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +11.8% | -2.5% | +14.3% | +12.4% |
| 30D | +26.0% | +12.8% | +13.1% | +22.0% |
| 3M | +11.5% | -3.6% | +15.2% | +12.3% |
| 6M | -2.0% | -6.9% | +5.0% | -0.8% |
| YTD | +7.9% | -2.2% | +10.0% | +7.4% |
| 1Y | +13.9% | +6.3% | +7.6% | +11.0% |
| 3Y | -35.8% | +10.3% | -46.1% | -39.4% |
| 5Y | -28.4% | +10.6% | -39.1% | -33.7% |
| All | -28.4% | +11.0% | -39.4% | -33.7% |
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