+124.8%
AA vs TXT
+98.4%
+26.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +3.3% | -11.1% | +14.4% | +12.7% |
| 3M | -29.4% | -13.0% | -16.4% | -22.1% |
| 6M | -12.8% | -16.2% | +3.4% | -1.6% |
| YTD | -2.1% | -8.7% | +6.6% | +1.9% |
| 1Y | +62.8% | -3.8% | +66.5% | +61.9% |
| 3Y | +90.5% | +5.5% | +85.0% | +73.0% |
| 5Y | +19.1% | +12.3% | +6.8% | +3.5% |
| 10Y | +124.8% | +97.4% | +27.4% | +15.8% |
| All | +124.8% | +98.4% | +26.4% | +15.8% |
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