+146.3%
TXT vs SBAC
+2,208.1%
-2,061.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | -10.6% | +6.9% | -17.5% | -11.6% |
| 3M | -13.2% | -8.2% | -4.9% | -12.3% |
| 6M | -20.3% | -1.6% | -18.7% | -20.8% |
| YTD | -9.3% | -0.1% | -9.1% | -10.0% |
| 1Y | -2.7% | -0.5% | -2.2% | -3.5% |
| 3Y | +1.4% | -9.1% | +10.4% | +1.0% |
| 5Y | +9.6% | -43.8% | +53.3% | +16.7% |
| 10Y | +94.9% | +80.5% | +14.4% | +72.9% |
| All | +146.3% | +2,208.1% | -2,061.8% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling