+381.6%
SAN vs TXT
+10.4%
+371.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.8% | -4.8% | +6.6% | +4.3% |
| 30D | +2.0% | -10.6% | +12.6% | +7.7% |
| 3M | +19.7% | -13.2% | +32.9% | +27.9% |
| 6M | +30.6% | -20.3% | +51.0% | +45.5% |
| YTD | +28.8% | -9.3% | +38.1% | +33.7% |
| 1Y | +57.8% | -2.7% | +60.5% | +57.4% |
| 3Y | +338.1% | +1.4% | +336.7% | +308.9% |
| All | +381.6% | +10.4% | +371.2% | +310.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling