+18.8%
TXG vs STLA
-34.9%
+53.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | +1.8% | +2.6% | -0.8% | +0.7% |
| 30D | +32.0% | -1.2% | +33.2% | +32.5% |
| 3M | +87.0% | -24.8% | +111.8% | +109.7% |
| 6M | +180.1% | -25.6% | +205.6% | +214.0% |
| YTD | +284.1% | -48.9% | +333.1% | +391.5% |
| 1Y | +361.7% | -38.8% | +400.4% | +436.1% |
| 3Y | +15.9% | -64.5% | +80.4% | +63.8% |
| 5Y | -66.2% | -62.4% | -3.7% | -55.7% |
| All | +18.8% | -34.9% | +53.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling