+25.8%
TXG vs STLA
-38.2%
+64.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +5.0% | -3.8% | +8.8% | +6.6% |
| 30D | +13.5% | -3.1% | +16.6% | +14.7% |
| 3M | +128.0% | -19.6% | +147.7% | +148.0% |
| 6M | +224.4% | -23.5% | +247.9% | +259.0% |
| YTD | +307.0% | -51.5% | +358.5% | +431.7% |
| 1Y | +427.2% | -39.7% | +466.9% | +514.0% |
| 3Y | +40.2% | -66.3% | +106.5% | +102.2% |
| 5Y | -64.0% | -63.1% | -0.9% | -52.2% |
| All | +25.8% | -38.2% | +64.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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