+62.7%
TXG vs STLA
-76.9%
+139.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.1% | +1.3% | -2.4% |
| 7D | +1.8% | -13.1% | +14.9% | +7.5% |
| 30D | -17.7% | -13.3% | -4.4% | -13.3% |
| 3M | +2.3% | -27.9% | +30.2% | +14.8% |
| 6M | +182.5% | -47.8% | +230.3% | +260.7% |
| YTD | +262.4% | -64.6% | +326.9% | +430.4% |
| 1Y | +254.1% | -64.0% | +318.1% | +410.0% |
| All | +62.7% | -76.9% | +139.6% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling