-100.0%
SPXU vs TXT
+761.5%
-861.5%
-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% | +1.6% | +0.9% |
| 7D | -0.1% | -4.8% | +4.7% | -4.8% |
| 30D | +0.8% | -10.6% | +11.4% | -9.6% |
| 3M | -4.7% | -13.2% | +8.5% | -16.4% |
| 6M | -29.6% | -20.3% | -9.3% | -42.5% |
| YTD | -29.9% | -9.3% | -20.6% | -34.5% |
| 1Y | -39.1% | -2.7% | -36.4% | -38.4% |
| 3Y | -80.0% | +1.4% | -81.4% | -75.3% |
| 5Y | -86.0% | +9.6% | -95.6% | -76.1% |
| 10Y | -99.5% | +94.9% | -194.4% | -97.1% |
| All | -100.0% | +761.5% | -861.5% | -99.7% |
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 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