-100.0%
SPXS vs TXT
+540.2%
-640.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.0% |
| 7D | -0.1% | -4.8% | +4.7% | -4.1% |
| 30D | +0.8% | -10.6% | +11.4% | -8.2% |
| 3M | -4.7% | -13.2% | +8.5% | -14.8% |
| 6M | -29.6% | -20.3% | -9.3% | -40.7% |
| YTD | -29.8% | -9.3% | -20.6% | -33.6% |
| 1Y | -38.9% | -2.7% | -36.2% | -38.2% |
| 3Y | -79.6% | +1.4% | -81.0% | -75.3% |
| 5Y | -85.9% | +9.6% | -95.5% | -77.2% |
| 10Y | -99.5% | +94.9% | -194.4% | -97.7% |
| All | -100.0% | +540.2% | -640.2% | -99.9% |
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