-99.5%
SPXU vs TXT
+103.1%
-202.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +0.9% |
| 7D | +6.4% | -0.2% | +6.6% | +6.1% |
| 30D | +5.9% | -10.2% | +16.2% | -5.5% |
| 3M | -11.7% | -13.3% | +1.6% | -23.6% |
| 6M | -28.7% | -14.4% | -14.3% | -38.2% |
| YTD | -26.4% | -9.1% | -17.2% | -31.6% |
| 1Y | -35.2% | -2.2% | -33.1% | -34.1% |
| 3Y | -79.8% | +5.1% | -84.9% | -73.6% |
| 5Y | -86.1% | +12.8% | -98.9% | -74.2% |
| All | -99.5% | +103.1% | -202.6% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling