+101.8%
TXT vs SBAC
+97.3%
+4.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -3.5% | +3.0% | -6.5% | -4.3% |
| 30D | +15.2% | +4.3% | +10.9% | +13.8% |
| 3M | -4.5% | +4.1% | -8.6% | -5.7% |
| 6M | -6.1% | -11.6% | +5.5% | -3.8% |
| YTD | -2.0% | +0.4% | -2.3% | -3.7% |
| 1Y | +4.2% | -1.1% | +5.3% | +2.8% |
| 3Y | +14.4% | -7.3% | +21.6% | +12.3% |
| 5Y | +12.3% | -40.8% | +53.1% | +25.9% |
| 10Y | +101.8% | +103.0% | -1.1% | +93.5% |
| All | +101.8% | +97.3% | +4.6% | +93.5% |
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