-16.1%
SPGI vs TXT
-2.3%
-13.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +5.4% | -11.1% | +16.5% | +6.8% |
| 3M | +9.0% | -13.0% | +22.0% | +11.0% |
| 6M | +0.8% | -16.2% | +17.0% | +2.7% |
| YTD | -12.6% | -8.7% | -3.9% | -11.6% |
| 1Y | -16.1% | -3.8% | -12.4% | -15.7% |
| All | -16.1% | -2.3% | -13.8% | -15.7% |
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