+133.6%
SPG vs TXT
+10.4%
+123.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +17.2% | +13.3% | +3.9% | +12.0% |
| 3M | +6.3% | -5.0% | +11.3% | +7.8% |
| 6M | +18.7% | -8.4% | +27.1% | +21.3% |
| YTD | +30.1% | -4.0% | +34.1% | +29.4% |
| 1Y | +32.8% | +2.8% | +30.0% | +28.1% |
| 3Y | +133.6% | +10.3% | +123.3% | +109.9% |
| All | +133.6% | +10.4% | +123.2% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling