+98.1%
AGG vs TXT
+359.8%
-261.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -0.4% | -11.1% | +10.7% | -0.5% |
| 3M | -0.3% | -13.0% | +12.7% | -0.4% |
| 6M | -1.2% | -16.2% | +15.0% | -1.3% |
| YTD | -0.4% | -8.7% | +8.4% | -0.4% |
| 1Y | +0.4% | -3.8% | +4.2% | +0.4% |
| 3Y | +13.4% | +5.5% | +7.9% | +13.6% |
| 5Y | -1.4% | +12.3% | -13.7% | -1.2% |
| 10Y | +14.8% | +97.4% | -82.6% | +16.1% |
| All | +98.1% | +359.8% | -261.7% | +101.7% |
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 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