-8.3%
SHOP vs TXT
-2.3%
-6.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.6% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -11.5% | -11.1% | -0.5% | -10.6% |
| 3M | +21.1% | -13.0% | +34.0% | +22.3% |
| 6M | +3.0% | -16.2% | +19.2% | +4.3% |
| YTD | -16.7% | -8.7% | -8.0% | -20.8% |
| 1Y | -8.3% | -3.8% | -4.5% | -16.5% |
| All | -8.3% | -2.3% | -6.0% | -16.5% |
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