-13.8%
SRE vs TXT
+4.6%
-18.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.5% |
| 30D | -4.5% | +13.4% | -17.9% | -6.4% |
| 3M | -7.7% | -2.5% | -5.2% | -7.6% |
| 6M | -14.4% | -6.2% | -8.2% | -14.0% |
| YTD | -9.4% | -1.3% | -8.1% | -10.8% |
| 1Y | -13.8% | +4.3% | -18.2% | -17.9% |
| All | -13.8% | +4.6% | -18.5% | -17.9% |
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 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