+5,976.4%
SO vs TXT
+2,070.1%
+3,906.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | -4.6% | -10.6% | +6.0% | -3.2% |
| 3M | -3.0% | -13.2% | +10.1% | -1.4% |
| 6M | -8.3% | -20.3% | +12.1% | -5.7% |
| YTD | +3.5% | -9.3% | +12.8% | +4.5% |
| 1Y | -0.9% | -2.7% | +1.8% | -1.0% |
| 3Y | +45.4% | +1.4% | +44.0% | +43.3% |
| 5Y | +59.6% | +9.6% | +50.1% | +54.4% |
| 10Y | +156.6% | +94.9% | +61.7% | +122.2% |
| All | +5,976.4% | +2,070.1% | +3,906.3% | +3,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling