+6,268.1%
SO vs TXT
+2,193.3%
+4,074.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -1.5% | -2.5% | +1.1% | -1.1% |
| 30D | +8.1% | +14.4% | -6.3% | +6.1% |
| 3M | +0.2% | -4.9% | +5.1% | +0.7% |
| 6M | +0.4% | -10.2% | +10.6% | +1.5% |
| YTD | +8.5% | -4.1% | +12.6% | +8.6% |
| 1Y | +4.9% | +4.0% | +1.0% | +3.9% |
| 3Y | +47.9% | +8.0% | +40.0% | +44.5% |
| 5Y | +75.7% | +8.4% | +67.2% | +70.1% |
| 10Y | +178.0% | +116.6% | +61.4% | +137.5% |
| All | +6,268.1% | +2,193.3% | +4,074.8% | +3,195.2% |
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