-86.0%
SPXU vs TXT
+13.4%
-99.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.9% |
| 7D | +1.3% | +0.8% | +0.4% | +2.2% |
| 30D | +5.1% | -10.4% | +15.6% | -7.4% |
| 3M | -9.1% | -14.3% | +5.2% | -23.5% |
| 6M | -29.6% | -15.1% | -14.5% | -40.5% |
| YTD | -27.7% | -8.3% | -19.4% | -32.4% |
| 1Y | -37.0% | -0.7% | -36.3% | -34.1% |
| 3Y | -80.2% | +6.0% | -86.1% | -72.0% |
| 5Y | -86.0% | +12.5% | -98.5% | -69.8% |
| All | -86.0% | +13.4% | -99.4% | -69.8% |
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