-95.5%
SNDQ vs TXT
-11.8%
-83.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.8% | +6.9% |
| 7D | -20.4% | -0.2% | -20.2% | -20.6% |
| 30D | -54.5% | -10.2% | -44.3% | -60.7% |
| 3M | -79.1% | -13.3% | -65.8% | -80.9% |
| All | -95.5% | -11.8% | -83.8% | -96.0% |
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 · Available span rolling