+398.8%
SN vs TXT
+7.8%
+391.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.9% |
| 7D | +7.2% | -2.5% | +9.7% | +8.8% |
| 30D | +20.4% | +14.4% | +6.0% | +10.0% |
| 3M | +23.9% | -4.9% | +28.8% | +27.4% |
| 6M | +93.0% | -10.2% | +103.3% | +104.3% |
| YTD | +99.2% | -4.1% | +103.3% | +99.1% |
| 1Y | +142.6% | +4.0% | +138.6% | +128.0% |
| 3Y | +398.8% | +8.0% | +390.8% | +323.0% |
| All | +398.8% | +7.8% | +391.0% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling