+103.1%
TXT vs SNY
+64.5%
+38.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.5% | -3.3% | +5.8% | +3.8% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -13.6% | -3.0% | -10.5% | -12.9% |
| 6M | -13.1% | +2.7% | -15.8% | -14.5% |
| YTD | -7.0% | -6.8% | -0.2% | -5.1% |
| 1Y | -1.4% | -5.3% | +3.9% | -0.3% |
| 3Y | +7.0% | -9.8% | +16.7% | +6.6% |
| 5Y | +15.4% | +9.7% | +5.7% | +0.2% |
| All | +103.1% | +64.5% | +38.6% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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