+6.6%
SO vs TXT
+5.9%
+0.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +8.7% | +17.1% | -8.4% | +6.6% |
| 3M | +3.4% | -2.6% | +6.0% | +3.4% |
| 6M | +3.7% | -4.6% | +8.3% | +3.7% |
| YTD | +10.0% | -0.3% | +10.4% | +8.2% |
| 1Y | +6.6% | +5.9% | +0.7% | +3.0% |
| All | +6.6% | +5.9% | +0.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling