+2,575.4%
SOXX vs TXT
+264.5%
+2,310.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | +6.1% | +0.8% | +5.3% | +5.7% |
| 30D | +0.5% | -10.4% | +10.9% | +5.1% |
| 3M | -5.3% | -14.3% | +9.0% | +0.7% |
| 6M | +58.3% | -15.1% | +73.4% | +69.0% |
| YTD | +76.8% | -8.3% | +85.2% | +82.1% |
| 1Y | +114.6% | -0.7% | +115.3% | +113.6% |
| 3Y | +229.6% | +6.0% | +223.7% | +217.8% |
| 5Y | +257.3% | +12.5% | +244.8% | +238.6% |
| 10Y | +1,583.2% | +103.2% | +1,480.1% | +1,081.8% |
| All | +2,575.4% | +264.5% | +2,310.9% | +897.9% |
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 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