+63.7%
SE vs TXT
+10.4%
+53.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -20.9% | +13.3% | -34.3% | -24.0% |
| 3M | -38.9% | -5.0% | -33.9% | -38.0% |
| 6M | -19.4% | -8.4% | -11.0% | -17.8% |
| YTD | -40.9% | -4.0% | -37.0% | -41.2% |
| 1Y | -46.2% | +2.8% | -49.0% | -48.1% |
| 3Y | +63.7% | +10.3% | +53.4% | +53.3% |
| All | +63.7% | +10.4% | +53.3% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling