+319.0%
TXT vs SNY
+241.5%
+77.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -0.2% | -3.6% | +3.4% | +1.9% |
| 30D | -10.2% | -1.9% | -8.3% | -9.3% |
| 3M | -13.3% | -2.0% | -11.3% | -12.9% |
| 6M | -14.4% | +2.5% | -16.9% | -16.4% |
| YTD | -9.1% | -7.0% | -2.1% | -6.5% |
| 1Y | -2.2% | -4.4% | +2.2% | -1.4% |
| 3Y | +5.1% | -8.4% | +13.5% | +2.2% |
| 5Y | +12.8% | +9.5% | +3.3% | -5.2% |
| 10Y | +101.4% | +64.3% | +37.1% | +26.3% |
| All | +319.0% | +241.5% | +77.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling