-78.0%
SE vs TXT
+7.8%
-85.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.4% |
| 7D | +2.0% | -2.5% | +4.5% | +3.7% |
| 30D | -20.0% | +14.4% | -34.4% | -27.6% |
| 3M | -31.8% | -4.9% | -26.8% | -30.1% |
| 6M | -15.9% | -10.2% | -5.7% | -11.6% |
| YTD | -40.6% | -4.1% | -36.5% | -41.7% |
| 1Y | -50.7% | +4.0% | -54.6% | -54.9% |
| 3Y | +70.3% | +8.0% | +62.3% | +37.1% |
| All | -78.0% | +7.8% | -85.7% | -83.7% |
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 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