+5,805.1%
SPG vs TXT
+789.7%
+5,015.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | +4.9% | -2.5% | +7.4% | +6.0% |
| 30D | +15.6% | +14.4% | +1.2% | +8.8% |
| 3M | +4.1% | -4.9% | +9.0% | +5.8% |
| 6M | +13.6% | -10.2% | +23.8% | +17.5% |
| YTD | +27.5% | -4.1% | +31.6% | +27.5% |
| 1Y | +32.2% | +4.0% | +28.3% | +27.6% |
| 3Y | +126.0% | +8.0% | +118.1% | +111.1% |
| 5Y | +74.7% | +8.4% | +66.3% | +61.4% |
| 10Y | +112.8% | +116.6% | -3.8% | +45.9% |
| All | +5,805.1% | +789.7% | +5,015.3% | +2,374.5% |
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