+160.3%
TXT vs SBAC
+2,207.9%
-2,047.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | +14.4% | +11.2% | +3.2% | +12.4% |
| 3M | -4.9% | +4.5% | -9.4% | -5.7% |
| 6M | -10.2% | -12.2% | +1.9% | -8.9% |
| YTD | -4.1% | -0.1% | -4.0% | -5.1% |
| 1Y | +4.0% | -0.3% | +4.2% | +2.9% |
| 3Y | +8.0% | -8.7% | +16.7% | +7.4% |
| 5Y | +8.4% | -40.2% | +48.6% | +14.3% |
| 10Y | +116.6% | +97.3% | +19.3% | +89.5% |
| All | +160.3% | +2,207.9% | -2,047.6% | +59.1% |
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