+1,412.0%
SRE vs TXT
+223.2%
+1,188.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -8.2% | -1.1% | -7.1% | -8.0% |
| 30D | -3.6% | +17.1% | -20.7% | -7.0% |
| 3M | -6.3% | -2.6% | -3.6% | -5.9% |
| 6M | -13.0% | -4.6% | -8.5% | -12.5% |
| YTD | -9.2% | -0.3% | -8.9% | -9.8% |
| 1Y | -13.1% | +5.9% | -19.0% | -14.9% |
| 3Y | +22.4% | +14.4% | +8.0% | +16.7% |
| 5Y | +47.1% | +15.9% | +31.3% | +38.2% |
| 10Y | +121.0% | +99.6% | +21.4% | +75.3% |
| All | +1,412.0% | +223.2% | +1,188.8% | +813.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling