+368.4%
ALL vs TXT
+103.6%
+264.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | -0.1% | -1.1% | +0.9% | +0.2% |
| 30D | +13.8% | +17.1% | -3.3% | +7.1% |
| 3M | -2.8% | -2.6% | -0.1% | -2.1% |
| 6M | +23.7% | -4.6% | +28.2% | +24.5% |
| YTD | +27.3% | -0.3% | +27.6% | +25.1% |
| 1Y | +30.5% | +5.9% | +24.6% | +25.2% |
| 3Y | +113.0% | +14.4% | +98.6% | +93.6% |
| 5Y | +157.6% | +15.9% | +141.7% | +128.3% |
| 10Y | +368.4% | +99.6% | +268.8% | +201.9% |
| All | +368.4% | +103.6% | +264.7% | +201.9% |
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