+124.1%
SRE vs TXT
+98.8%
+25.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -4.5% | +13.4% | -17.9% | -8.1% |
| 3M | -7.7% | -2.5% | -5.2% | -7.3% |
| 6M | -14.4% | -6.2% | -8.2% | -13.3% |
| YTD | -9.4% | -1.3% | -8.1% | -10.1% |
| 1Y | -13.8% | +4.3% | -18.2% | -16.0% |
| 3Y | +22.2% | +13.2% | +8.9% | +14.1% |
| 5Y | +50.5% | +12.4% | +38.1% | +38.1% |
| 10Y | +124.1% | +94.8% | +29.3% | +53.9% |
| All | +124.1% | +98.8% | +25.3% | +53.9% |
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