-1.4%
TXT vs SNY
-4.5%
+3.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.5% | -3.3% | +5.8% | +3.2% |
| 30D | -8.9% | -2.2% | -6.7% | -8.5% |
| 3M | -13.6% | -3.0% | -10.5% | -13.2% |
| 6M | -13.1% | +2.7% | -15.8% | -14.3% |
| YTD | -7.0% | -6.8% | -0.2% | -5.9% |
| 1Y | -1.4% | -5.3% | +3.9% | -1.0% |
| All | -1.4% | -4.5% | +3.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling