-13.6%
SKDD vs TXT
-3.7%
-9.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.6% | +9.9% |
| 7D | +28.7% | +10.6% | +18.0% | +33.0% |
| 30D | +54.1% | +14.4% | +39.7% | +62.4% |
| 3M | -22.7% | -2.7% | -20.0% | -31.2% |
| All | -13.6% | -3.7% | -9.9% | -21.6% |
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 · Available span rolling