+589.0%
A vs TXT
+203.8%
+385.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | +4.8% | -3.5% | +8.3% | +6.1% |
| 30D | +5.6% | +15.2% | -9.5% | -0.2% |
| 3M | +23.6% | -4.5% | +28.1% | +24.9% |
| 6M | +56.4% | -6.1% | +62.5% | +58.2% |
| YTD | +33.4% | -2.0% | +35.4% | +32.1% |
| 1Y | +23.7% | +4.2% | +19.5% | +19.7% |
| 3Y | +71.0% | +14.4% | +56.6% | +58.6% |
| 5Y | +16.8% | +12.3% | +4.5% | +7.8% |
| 10Y | +323.8% | +101.8% | +221.9% | +187.7% |
| All | +589.0% | +203.8% | +385.1% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling