-48.0%
SE vs TXT
+2.5%
-50.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -22.3% | +13.3% | -35.6% | -23.0% |
| 3M | -41.8% | -5.1% | -36.7% | -41.6% |
| 6M | -22.4% | -7.1% | -15.3% | -22.3% |
| YTD | -41.6% | -3.2% | -38.4% | -41.0% |
| 1Y | -48.0% | +2.3% | -50.3% | -48.5% |
| All | -48.0% | +2.5% | -50.5% | -48.5% |
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