-2.9%
SHOP vs TXT
+7.8%
-10.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +5.1% |
| 7D | -5.4% | -2.5% | -2.9% | -3.7% |
| 30D | -10.3% | +14.4% | -24.7% | -20.0% |
| 3M | +1.0% | -4.9% | +5.9% | +3.7% |
| 6M | +41.2% | -10.2% | +51.4% | +49.2% |
| YTD | -7.5% | -4.1% | -3.4% | -11.1% |
| 1Y | -4.6% | +4.0% | -8.5% | -15.3% |
| 3Y | +146.4% | +8.0% | +138.5% | +100.1% |
| All | -2.9% | +7.8% | -10.7% | -27.0% |
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