+1,537.1%
SOXX vs TXT
+107.7%
+1,429.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.7% |
| 7D | +1.4% | +2.5% | -1.1% | +0.1% |
| 30D | -3.6% | -8.9% | +5.3% | +1.0% |
| 3M | -10.2% | -13.6% | +3.4% | -3.5% |
| 6M | +54.2% | -13.1% | +67.3% | +65.3% |
| YTD | +75.2% | -7.0% | +82.2% | +80.1% |
| 1Y | +107.5% | -1.4% | +108.9% | +106.6% |
| 3Y | +226.8% | +7.0% | +219.8% | +207.7% |
| 5Y | +251.2% | +15.4% | +235.8% | +219.3% |
| All | +1,537.1% | +107.7% | +1,429.4% | +1,075.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling