+336.9%
SAN vs TXT
+100.3%
+236.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -0.1% | -10.4% | +10.4% | +6.1% |
| 3M | +19.6% | -14.3% | +34.0% | +29.6% |
| 6M | +32.7% | -15.1% | +47.8% | +44.2% |
| YTD | +26.7% | -8.3% | +35.0% | +31.2% |
| 1Y | +51.6% | -0.7% | +52.3% | +49.7% |
| 3Y | +348.7% | +6.0% | +342.8% | +312.0% |
| 5Y | +378.7% | +12.5% | +366.2% | +316.6% |
| 10Y | +336.9% | +103.2% | +233.7% | +151.7% |
| All | +336.9% | +100.3% | +236.7% | +151.7% |
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