-48.8%
SE vs TXT
+9.2%
-57.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +4.5% |
| 7D | +6.7% | +10.6% | -4.0% | +6.0% |
| 30D | -17.2% | +14.4% | -31.6% | -17.9% |
| 3M | -28.0% | -2.7% | -25.3% | -28.0% |
| 6M | -6.1% | -4.7% | -1.4% | -6.2% |
| YTD | -37.1% | -0.5% | -36.6% | -36.3% |
| 1Y | -48.8% | +8.7% | -57.5% | -48.8% |
| All | -48.8% | +9.2% | -57.9% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling