+247.9%
SOXX vs TXT
+14.1%
+233.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.3% |
| 7D | +1.4% | +2.5% | -1.1% | -0.3% |
| 30D | -3.6% | -8.9% | +5.3% | +2.6% |
| 3M | -10.2% | -13.6% | +3.4% | -1.3% |
| 6M | +54.2% | -13.1% | +67.3% | +68.7% |
| YTD | +75.2% | -7.0% | +82.2% | +80.6% |
| 1Y | +107.5% | -1.4% | +108.9% | +104.3% |
| 3Y | +226.8% | +7.0% | +219.8% | +188.6% |
| All | +247.9% | +14.1% | +233.8% | +186.3% |
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 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