+54.1%
SO vs TXT
+10.4%
+43.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +4.7% | +13.3% | -8.6% | +3.5% |
| 3M | +1.7% | -5.0% | +6.7% | +2.0% |
| 6M | +2.2% | -8.4% | +10.6% | +2.7% |
| YTD | +10.0% | -4.0% | +13.9% | +9.9% |
| 1Y | +6.0% | +2.8% | +3.2% | +5.4% |
| 3Y | +54.1% | +10.3% | +43.8% | +48.4% |
| All | +54.1% | +10.4% | +43.7% | +48.4% |
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 · 6 months rolling