+186.3%
SE vs TXT
+4.5%
+181.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.1% | -4.8% | -1.3% | -4.6% |
| 30D | -2.5% | -10.6% | +8.2% | +1.1% |
| 3M | +21.7% | -13.2% | +34.9% | +26.7% |
| 6M | +27.0% | -20.3% | +47.3% | +35.9% |
| YTD | -12.1% | -9.3% | -2.9% | -10.8% |
| 1Y | -40.9% | -2.7% | -38.2% | -41.9% |
| All | +186.3% | +4.5% | +181.8% | +162.7% |
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 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