+755.0%
SW vs TXT
+53.3%
+701.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -4.8% | -0.3% | -4.5% |
| 30D | -4.6% | -10.6% | +6.0% | -3.3% |
| 3M | +9.4% | -13.2% | +22.6% | +11.3% |
| 6M | +3.5% | -20.3% | +23.9% | +6.4% |
| YTD | +22.0% | -9.3% | +31.3% | +23.7% |
| 1Y | +2.2% | -2.7% | +4.9% | +2.8% |
| 3Y | +19.6% | +1.4% | +18.2% | +19.6% |
| 5Y | -2.3% | +9.6% | -11.9% | -3.6% |
| 10Y | +181.4% | +94.9% | +86.5% | +158.0% |
| All | +755.0% | +53.3% | +701.7% | +689.1% |
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