+265.3%
SAN vs TXT
+90.9%
+174.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | -9.4% | +13.3% | -22.6% | -15.8% |
| 3M | -17.1% | -5.1% | -12.0% | -15.3% |
| 6M | +2.2% | -7.1% | +9.3% | +5.1% |
| YTD | +6.0% | -3.2% | +9.2% | +5.9% |
| 1Y | +12.7% | +2.3% | +10.4% | +9.1% |
| 3Y | +242.1% | +11.1% | +231.1% | +204.7% |
| 5Y | +293.6% | +10.0% | +283.6% | +245.6% |
| All | +265.3% | +90.9% | +174.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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