+78.7%
SO vs TXT
+8.5%
+70.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | +1.7% | -5.0% | +6.7% | +2.3% |
| 6M | +2.2% | -8.4% | +10.6% | +3.1% |
| YTD | +10.0% | -4.0% | +13.9% | +9.9% |
| 1Y | +6.0% | +2.8% | +3.2% | +4.9% |
| 3Y | +54.1% | +10.3% | +43.8% | +48.0% |
| All | +78.7% | +8.5% | +70.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling