+61,756.5%
SU vs TXT
+2,083.0%
+59,673.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | +13.7% | -11.1% | +24.7% | +18.3% |
| 3M | +8.0% | -13.0% | +21.0% | +12.6% |
| 6M | +21.0% | -16.2% | +37.2% | +27.0% |
| YTD | +56.2% | -8.7% | +65.0% | +58.5% |
| 1Y | +72.2% | -3.8% | +76.0% | +71.1% |
| 3Y | +118.1% | +5.5% | +112.6% | +106.9% |
| 5Y | +350.3% | +12.3% | +338.0% | +313.9% |
| 10Y | +248.5% | +97.4% | +151.1% | +158.6% |
| All | +61,756.5% | +2,083.0% | +59,673.5% | +18,263.7% |
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 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