+425.2%
TXG vs STLA
-40.1%
+465.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.7% |
| 7D | +9.5% | -2.9% | +12.4% | +10.2% |
| 30D | +18.8% | +0.9% | +17.8% | +18.2% |
| 3M | +136.1% | -21.6% | +157.7% | +149.4% |
| 6M | +235.2% | -21.6% | +256.9% | +254.6% |
| YTD | +320.5% | -50.4% | +371.0% | +377.4% |
| 1Y | +425.2% | -43.6% | +468.8% | +447.0% |
| All | +425.2% | -40.1% | +465.3% | +447.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling