+2,101.2%
SAN vs TXT
+2,070.1%
+31.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.8% | -4.8% | +6.6% | +4.1% |
| 30D | +2.0% | -10.6% | +12.6% | +7.3% |
| 3M | +19.7% | -13.2% | +32.9% | +27.3% |
| 6M | +30.6% | -20.3% | +51.0% | +44.3% |
| YTD | +28.8% | -9.3% | +38.1% | +33.5% |
| 1Y | +57.8% | -2.7% | +60.5% | +57.9% |
| 3Y | +338.1% | +1.4% | +336.7% | +321.1% |
| 5Y | +384.2% | +9.6% | +374.7% | +345.1% |
| 10Y | +353.1% | +94.9% | +258.3% | +205.8% |
| All | +2,101.2% | +2,070.1% | +31.2% | +490.7% |
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