+1,652.4%
SAN vs TXT
+2,193.3%
-540.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.3% |
| 7D | +4.9% | -2.5% | +7.4% | +6.1% |
| 30D | -13.0% | +14.4% | -27.4% | -18.6% |
| 3M | -18.9% | -4.9% | -13.9% | -17.5% |
| 6M | -4.1% | -10.2% | +6.1% | -0.3% |
| YTD | +2.6% | -4.1% | +6.7% | +3.0% |
| 1Y | +16.9% | +4.0% | +13.0% | +13.1% |
| 3Y | +239.1% | +8.0% | +231.1% | +215.0% |
| 5Y | +266.8% | +8.4% | +258.4% | +236.9% |
| 10Y | +246.0% | +116.6% | +129.4% | +121.4% |
| All | +1,652.4% | +2,193.3% | -540.9% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling