+8.7%
TXT vs SBAC
+2.4%
+6.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.5% |
| 7D | +10.6% | +5.8% | +4.8% | +10.4% |
| 30D | +14.4% | +20.8% | -6.4% | +13.3% |
| 3M | -2.7% | +4.8% | -7.5% | -3.0% |
| 6M | -4.7% | -9.1% | +4.5% | -3.5% |
| YTD | -0.5% | +3.1% | -3.6% | +2.1% |
| 1Y | +8.7% | +2.2% | +6.6% | +11.9% |
| All | +8.7% | +2.4% | +6.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling