+128.5%
SRE vs TXT
+90.9%
+37.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | -4.1% | +13.3% | -17.4% | -7.8% |
| 3M | -7.3% | -5.1% | -2.2% | -6.1% |
| 6M | -14.1% | -7.1% | -7.0% | -12.8% |
| YTD | -8.5% | -3.2% | -5.3% | -8.7% |
| 1Y | -12.0% | +2.3% | -14.3% | -13.7% |
| 3Y | +23.4% | +11.1% | +12.3% | +15.8% |
| 5Y | +51.3% | +10.0% | +41.3% | +39.7% |
| All | +128.5% | +90.9% | +37.6% | +57.0% |
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