-7.7%
SRE vs TXT
+9.2%
-16.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -2.1% | +10.6% | -12.7% | -3.7% |
| 30D | +6.1% | +14.4% | -8.3% | +3.7% |
| 3M | -3.5% | -2.7% | -0.8% | -3.4% |
| 6M | -10.8% | -4.7% | -6.1% | -10.6% |
| YTD | -4.0% | -0.5% | -3.4% | -5.7% |
| 1Y | -7.7% | +8.7% | -16.4% | -14.7% |
| All | -7.7% | +9.2% | -16.8% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling