+355.7%
SU vs TXT
+10.7%
+345.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +9.6% | -10.2% | +19.8% | +13.9% |
| 3M | +11.7% | -13.3% | +25.0% | +16.9% |
| 6M | +21.9% | -14.4% | +36.3% | +27.3% |
| YTD | +58.6% | -9.1% | +67.7% | +60.3% |
| 1Y | +66.5% | -2.2% | +68.7% | +62.0% |
| 3Y | +121.4% | +5.1% | +116.4% | +100.5% |
| 5Y | +355.7% | +12.8% | +342.9% | +273.8% |
| All | +355.7% | +10.7% | +345.0% | +273.8% |
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