+553.4%
SE vs TXT
+53.7%
+499.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.4% |
| 7D | -5.2% | +2.5% | -7.7% | -6.3% |
| 30D | -17.1% | -8.9% | -8.2% | -13.6% |
| 3M | +24.0% | -13.6% | +37.5% | +31.4% |
| 6M | +21.0% | -13.1% | +34.1% | +27.3% |
| YTD | -16.7% | -7.0% | -9.7% | -15.5% |
| 1Y | -45.9% | -1.4% | -44.5% | -46.8% |
| 3Y | +177.8% | +7.0% | +170.9% | +156.4% |
| 5Y | -67.4% | +15.4% | -82.8% | -70.3% |
| All | +553.4% | +53.7% | +499.7% | +417.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling