+248.9%
A vs TXT
+100.3%
+148.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | -2.7% | -10.4% | +7.8% | +1.3% |
| 3M | +7.0% | -14.3% | +21.4% | +12.9% |
| 6M | +24.6% | -15.1% | +39.7% | +31.5% |
| YTD | +7.0% | -8.3% | +15.3% | +9.1% |
| 1Y | +15.6% | -0.7% | +16.3% | +14.2% |
| 3Y | +29.9% | +6.0% | +23.9% | +24.1% |
| 5Y | -15.4% | +12.5% | -27.9% | -22.1% |
| 10Y | +248.9% | +103.2% | +145.7% | +150.3% |
| All | +248.9% | +100.3% | +148.6% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling