+319.5%
SN vs TXT
+3.2%
+316.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -9.3% | -4.8% | -4.6% | -6.4% |
| 30D | -4.8% | -10.6% | +5.8% | +2.3% |
| 3M | +40.4% | -13.2% | +53.6% | +52.5% |
| 6M | +50.9% | -20.3% | +71.3% | +73.5% |
| YTD | +54.9% | -9.3% | +64.2% | +61.4% |
| 1Y | +43.0% | -2.7% | +45.7% | +40.5% |
| 3Y | +391.8% | +1.4% | +390.4% | +335.9% |
| All | +319.5% | +3.2% | +316.4% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling