+118.2%
SRE vs TXT
+107.7%
+10.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.5% |
| 30D | -3.0% | -8.9% | +5.9% | -0.4% |
| 3M | -8.3% | -13.6% | +5.3% | -4.6% |
| 6M | -8.9% | -13.1% | +4.2% | -5.6% |
| YTD | -4.3% | -7.0% | +2.7% | -3.1% |
| 1Y | +2.7% | -1.4% | +4.1% | +2.0% |
| 3Y | +28.7% | +7.0% | +21.7% | +22.5% |
| 5Y | +47.1% | +15.4% | +31.7% | +34.1% |
| All | +118.2% | +107.7% | +10.5% | +47.2% |
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