+70.1%
SU vs TXT
-1.0%
+71.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | +2.9% | -4.8% | +7.7% | +2.4% |
| 30D | +7.2% | -10.6% | +17.8% | +6.0% |
| 3M | +2.8% | -13.2% | +16.0% | +1.7% |
| 6M | +18.2% | -20.3% | +38.5% | +17.5% |
| YTD | +54.0% | -9.3% | +63.2% | +51.2% |
| 1Y | +70.1% | -2.7% | +72.8% | +67.7% |
| All | +70.1% | -1.0% | +71.1% | +67.7% |
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