+11.5%
TXT vs SBAC
-43.7%
+55.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | -10.6% | +6.9% | -17.5% | -11.8% |
| 3M | -13.2% | -8.2% | -4.9% | -11.8% |
| 6M | -20.3% | -1.6% | -18.7% | -20.6% |
| YTD | -9.3% | -0.1% | -9.1% | -10.0% |
| 1Y | -2.7% | -0.5% | -2.2% | -3.6% |
| 3Y | +1.4% | -9.1% | +10.4% | +0.5% |
| All | +11.5% | -43.7% | +55.2% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling