+157.4%
ALL vs TXT
+1.6%
+155.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | -4.8% | +4.8% | +1.1% |
| 30D | -1.5% | -10.6% | +9.1% | +1.0% |
| 3M | +23.6% | -13.2% | +36.8% | +27.0% |
| 6M | +22.3% | -20.3% | +42.7% | +28.5% |
| YTD | +26.5% | -9.3% | +35.8% | +27.4% |
| 1Y | +27.0% | -2.7% | +29.7% | +25.0% |
| All | +157.4% | +1.6% | +155.7% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling