+5,923.7%
SPG vs TXT
+809.6%
+5,114.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | +5.1% | -3.5% | +8.6% | +6.7% |
| 30D | +16.8% | +15.2% | +1.7% | +9.7% |
| 3M | +5.7% | -4.5% | +10.1% | +7.2% |
| 6M | +17.8% | -6.1% | +23.9% | +19.6% |
| YTD | +30.1% | -2.0% | +32.1% | +28.8% |
| 1Y | +32.8% | +4.2% | +28.6% | +28.0% |
| 3Y | +137.2% | +14.4% | +122.8% | +116.2% |
| 5Y | +81.5% | +12.3% | +69.1% | +65.1% |
| 10Y | +116.5% | +101.8% | +14.7% | +52.3% |
| All | +5,923.7% | +809.6% | +5,114.1% | +2,400.8% |
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