-68.1%
SE vs TXT
+10.4%
-78.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -6.1% | -4.8% | -1.3% | -2.8% |
| 30D | -2.5% | -10.6% | +8.2% | +5.2% |
| 3M | +21.7% | -13.2% | +34.9% | +32.3% |
| 6M | +27.0% | -20.3% | +47.3% | +45.7% |
| YTD | -12.1% | -9.3% | -2.9% | -9.5% |
| 1Y | -40.9% | -2.7% | -38.2% | -42.9% |
| 3Y | +191.0% | +1.4% | +189.6% | +148.2% |
| All | -68.1% | +10.4% | -78.5% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling