-8.0%
TXT vs SARO
-21.9%
+13.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -10.4% | -14.5% | +4.1% | -5.6% |
| 3M | -14.3% | -5.3% | -9.0% | -13.1% |
| 6M | -15.1% | -15.3% | +0.2% | -11.1% |
| YTD | -8.3% | -15.6% | +7.2% | -3.9% |
| 1Y | -0.7% | -9.1% | +8.4% | +1.0% |
| All | -8.0% | -21.9% | +13.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling