+49.2%
SRE vs TXT
+12.6%
+36.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.9% | -11.1% | +13.0% | +5.0% |
| 3M | -3.3% | -13.0% | +9.7% | 0.0% |
| 6M | -6.4% | -16.2% | +9.8% | -2.4% |
| YTD | -1.8% | -8.7% | +6.9% | -0.4% |
| 1Y | +10.7% | -3.8% | +14.5% | +10.5% |
| 3Y | +31.8% | +5.5% | +26.3% | +25.1% |
| 5Y | +49.2% | +12.3% | +36.9% | +35.5% |
| All | +49.2% | +12.6% | +36.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling