-86.1%
SPXS vs TXT
+12.9%
-99.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +2.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.8% |
| 30D | +3.7% | -11.1% | +14.7% | -9.4% |
| 3M | -9.6% | -13.0% | +3.4% | -22.4% |
| 6M | -32.4% | -16.2% | -16.2% | -43.8% |
| YTD | -28.7% | -8.7% | -19.9% | -33.7% |
| 1Y | -38.1% | -3.8% | -34.3% | -37.9% |
| 3Y | -80.1% | +5.5% | -85.6% | -72.1% |
| All | -86.1% | +12.9% | -99.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling