-20.6%
TXT vs SUNB
+1.6%
-22.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -1.0% |
| 7D | +0.8% | +9.4% | -8.6% | -1.4% |
| 30D | -10.4% | -6.9% | -3.5% | -9.0% |
| 3M | -14.3% | -11.3% | -3.0% | -12.3% |
| 6M | -15.1% | -1.8% | -13.3% | -17.4% |
| All | -20.6% | +1.6% | -22.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling