-4.9%
SHOP vs TXT
+9.2%
-14.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.3% |
| 7D | -9.0% | +10.6% | -19.7% | -8.7% |
| 30D | -4.4% | +14.4% | -18.8% | -4.1% |
| 3M | +24.1% | -2.7% | +26.9% | +24.2% |
| 6M | +20.0% | -4.7% | +24.6% | +19.7% |
| YTD | -4.9% | -0.5% | -4.4% | -11.3% |
| 1Y | -4.9% | +8.7% | -13.7% | -23.6% |
| All | -4.9% | +9.2% | -14.1% | -23.6% |
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