+37.9%
SOLS vs TXT
+2.9%
+35.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | +20.8% | -1.1% | +21.9% | +21.3% |
| 30D | +9.2% | +13.3% | -4.1% | +3.0% |
| 3M | +7.1% | -5.1% | +12.2% | +10.2% |
| 6M | -23.7% | -7.1% | -16.5% | -20.6% |
| YTD | +37.3% | -3.2% | +40.6% | +38.0% |
| 1Y | +42.2% | +2.3% | +39.9% | +35.3% |
| All | +37.9% | +2.9% | +35.0% | +30.9% |
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