+568.3%
A vs TXT
+197.2%
+371.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.5% |
| 7D | -0.1% | -2.5% | +2.5% | +0.8% |
| 30D | +3.4% | +14.4% | -11.0% | -2.1% |
| 3M | +23.8% | -4.9% | +28.8% | +25.4% |
| 6M | +49.0% | -10.2% | +59.2% | +53.3% |
| YTD | +29.4% | -4.1% | +33.5% | +29.2% |
| 1Y | +19.4% | +4.0% | +15.4% | +15.6% |
| 3Y | +66.2% | +8.0% | +58.2% | +57.5% |
| 5Y | +15.8% | +8.4% | +7.4% | +8.2% |
| 10Y | +326.1% | +116.6% | +209.5% | +181.6% |
| All | +568.3% | +197.2% | +371.1% | +223.0% |
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