+29.0%
ALL vs TXT
-2.3%
+31.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.7% | -11.1% | +6.4% | -4.0% |
| 3M | +18.4% | -13.0% | +31.4% | +19.0% |
| 6M | +20.5% | -16.2% | +36.7% | +21.9% |
| YTD | +23.5% | -8.7% | +32.3% | +21.6% |
| 1Y | +29.0% | -3.8% | +32.8% | +25.0% |
| All | +29.0% | -2.3% | +31.3% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling