+97.4%
TXT vs SBAC
+76.8%
+20.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -11.1% | +3.2% | -14.3% | -11.8% |
| 3M | -13.0% | -5.1% | -7.9% | -12.2% |
| 6M | -16.2% | -2.1% | -14.1% | -16.7% |
| YTD | -8.7% | -0.5% | -8.2% | -9.9% |
| 1Y | -3.8% | +1.1% | -4.9% | -5.6% |
| 3Y | +5.5% | -7.4% | +13.0% | +3.7% |
| 5Y | +12.3% | -44.3% | +56.6% | +28.2% |
| 10Y | +97.4% | +77.6% | +19.8% | +90.8% |
| All | +97.4% | +76.8% | +20.6% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling