+32.8%
SPG vs TXT
+4.6%
+28.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.7% | -0.8% | +3.6% | +2.9% |
| 30D | +16.6% | +13.4% | +3.1% | +13.6% |
| 3M | +8.1% | -2.5% | +10.6% | +8.0% |
| 6M | +19.3% | -6.2% | +25.5% | +19.6% |
| YTD | +31.1% | -1.3% | +32.4% | +28.5% |
| 1Y | +32.8% | +4.3% | +28.4% | +27.9% |
| All | +32.8% | +4.6% | +28.2% | +27.9% |
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 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