+43.0%
SN vs TXT
-1.0%
+44.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -9.3% | -4.8% | -4.6% | -7.5% |
| 30D | -4.8% | -10.6% | +5.8% | -0.4% |
| 3M | +40.4% | -13.2% | +53.6% | +47.2% |
| 6M | +50.9% | -20.3% | +71.3% | +61.1% |
| YTD | +54.9% | -9.3% | +64.2% | +60.4% |
| 1Y | +43.0% | -2.7% | +45.7% | +45.3% |
| All | +43.0% | -1.0% | +44.0% | +45.3% |
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