+162.0%
SO vs TXT
+100.3%
+61.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -2.5% | -10.4% | +8.0% | -0.2% |
| 3M | -4.2% | -14.3% | +10.2% | -1.3% |
| 6M | -7.7% | -15.1% | +7.4% | -4.8% |
| YTD | +3.8% | -8.3% | +12.1% | +5.0% |
| 1Y | +0.1% | -0.7% | +0.8% | -0.7% |
| 3Y | +44.2% | +6.0% | +38.2% | +38.7% |
| 5Y | +57.9% | +12.5% | +45.3% | +47.0% |
| 10Y | +162.0% | +103.2% | +58.8% | +84.9% |
| All | +162.0% | +100.3% | +61.7% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling