+22.2%
A vs TXT
+9.2%
+13.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -2.4% | +10.6% | -13.0% | -3.7% |
| 30D | +3.6% | +14.4% | -10.8% | +1.6% |
| 3M | +27.5% | -2.7% | +30.2% | +28.6% |
| 6M | +58.5% | -4.7% | +63.1% | +59.5% |
| YTD | +31.2% | -0.5% | +31.7% | +26.2% |
| 1Y | +22.2% | +8.7% | +13.5% | +6.7% |
| All | +22.2% | +9.2% | +13.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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