-8.8%
TXT vs SARO
-23.7%
+14.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -0.2% | -4.0% | +3.8% | +1.2% |
| 30D | -10.2% | -16.1% | +5.9% | -4.8% |
| 3M | -13.3% | -4.5% | -8.7% | -12.3% |
| 6M | -14.4% | -17.0% | +2.7% | -9.7% |
| YTD | -9.1% | -17.5% | +8.4% | -3.9% |
| 1Y | -2.2% | -12.3% | +10.1% | +0.7% |
| All | -8.8% | -23.7% | +14.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling