+15.5%
SBUX vs TXT
+5.7%
+9.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.6% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -2.8% | -11.1% | +8.2% | +1.6% |
| 3M | +8.2% | -13.0% | +21.2% | +13.6% |
| 6M | +4.3% | -16.2% | +20.5% | +10.9% |
| YTD | +23.3% | -8.7% | +32.1% | +25.7% |
| 1Y | +24.3% | -3.8% | +28.1% | +23.3% |
| 3Y | +15.5% | +5.5% | +9.9% | +5.6% |
| All | +15.5% | +5.7% | +9.8% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling