+363.8%
ALL vs TXT
+115.3%
+248.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | -3.9% | -3.5% | -0.3% | -2.6% |
| 30D | +10.6% | +15.2% | -4.6% | +4.7% |
| 3M | -4.6% | -4.5% | -0.1% | -3.2% |
| 6M | +20.2% | -6.1% | +26.3% | +21.7% |
| YTD | +23.7% | -2.0% | +25.7% | +22.3% |
| 1Y | +27.9% | +4.2% | +23.7% | +23.4% |
| 3Y | +109.2% | +14.4% | +94.8% | +90.0% |
| 5Y | +148.0% | +12.3% | +135.7% | +122.4% |
| 10Y | +363.8% | +101.8% | +261.9% | +196.1% |
| All | +363.8% | +115.3% | +248.4% | +196.1% |
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