+432.7%
SN vs TXT
+10.0%
+422.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -1.8% |
| 7D | +1.4% | -1.1% | +2.5% | +2.0% |
| 30D | +16.6% | +13.3% | +3.3% | +7.4% |
| 3M | +18.3% | -5.1% | +23.4% | +21.7% |
| 6M | +103.1% | -7.1% | +110.2% | +109.9% |
| YTD | +96.7% | -3.2% | +99.9% | +95.6% |
| 1Y | +134.3% | +2.3% | +132.0% | +123.7% |
| 3Y | +425.2% | +11.1% | +414.1% | +347.7% |
| All | +432.7% | +10.0% | +422.6% | +352.1% |
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