+113.9%
SOXX vs TXT
-1.0%
+114.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +2.2% | -4.8% | +7.0% | +4.4% |
| 30D | -2.0% | -10.6% | +8.6% | +3.0% |
| 3M | -13.7% | -13.2% | -0.5% | -8.3% |
| 6M | +52.4% | -20.3% | +72.7% | +64.6% |
| YTD | +72.8% | -9.3% | +82.1% | +78.9% |
| 1Y | +113.9% | -2.7% | +116.6% | +117.5% |
| All | +113.9% | -1.0% | +114.9% | +117.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling