+363.5%
SE vs TXT
+58.7%
+304.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -20.9% | +13.3% | -34.3% | -25.6% |
| 3M | -38.9% | -5.0% | -33.9% | -37.8% |
| 6M | -19.4% | -8.4% | -11.0% | -17.4% |
| YTD | -40.9% | -4.0% | -37.0% | -41.2% |
| 1Y | -46.2% | +2.8% | -49.0% | -48.3% |
| 3Y | +63.7% | +10.3% | +53.4% | +48.5% |
| 5Y | -77.9% | +9.2% | -87.1% | -79.7% |
| All | +363.5% | +58.7% | +304.8% | +259.7% |
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 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