+365.7%
ALL vs TXT
+97.6%
+268.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | -4.8% | +4.8% | +1.8% |
| 30D | -1.5% | -10.6% | +9.1% | +2.6% |
| 3M | +23.6% | -13.2% | +36.8% | +29.3% |
| 6M | +22.3% | -20.3% | +42.7% | +31.7% |
| YTD | +26.5% | -9.3% | +35.8% | +29.1% |
| 1Y | +27.0% | -2.7% | +29.7% | +25.8% |
| 3Y | +149.6% | +1.4% | +148.2% | +138.0% |
| 5Y | +118.1% | +9.6% | +108.5% | +97.6% |
| All | +365.7% | +97.6% | +268.1% | +214.0% |
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 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