-63.5%
TXG vs STLA
-63.2%
-0.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +3.5% |
| 7D | +9.1% | +0.4% | +8.8% | +8.7% |
| 30D | +14.9% | -5.2% | +20.1% | +17.6% |
| 3M | +120.0% | -24.9% | +144.8% | +151.8% |
| 6M | +221.8% | -25.2% | +247.0% | +267.0% |
| YTD | +312.6% | -51.4% | +364.0% | +469.4% |
| 1Y | +398.4% | -40.7% | +439.1% | +497.8% |
| 3Y | +42.1% | -66.3% | +108.3% | +118.5% |
| 5Y | -63.5% | -63.2% | -0.2% | -54.9% |
| All | -63.5% | -63.2% | -0.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling