+5,256.9%
SPG vs TXT
+741.9%
+4,515.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -0.4% |
| 30D | -6.8% | -10.6% | +3.8% | -2.4% |
| 3M | +2.7% | -13.2% | +15.9% | +8.3% |
| 6M | +5.5% | -20.3% | +25.8% | +15.0% |
| YTD | +15.7% | -9.3% | +25.0% | +18.9% |
| 1Y | +20.9% | -2.7% | +23.6% | +20.2% |
| 3Y | +112.4% | +1.4% | +111.0% | +104.4% |
| 5Y | +101.4% | +9.6% | +91.8% | +85.9% |
| 10Y | +60.6% | +94.9% | -34.3% | +15.2% |
| All | +5,256.9% | +741.9% | +4,515.0% | +2,208.0% |
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