-50.5%
SE vs TXT
+5.9%
-56.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -19.4% | +17.1% | -36.4% | -20.2% |
| 3M | -33.1% | -2.6% | -30.5% | -33.1% |
| 6M | -11.4% | -4.6% | -6.9% | -11.6% |
| YTD | -39.8% | -0.3% | -39.5% | -39.3% |
| 1Y | -50.5% | +5.9% | -56.4% | -50.6% |
| All | -50.5% | +5.9% | -56.4% | -50.6% |
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 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