+145.0%
ALL vs TXT
+7.8%
+137.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.8% |
| 7D | -1.9% | -2.5% | +0.6% | -1.2% |
| 30D | +13.8% | +14.4% | -0.6% | +8.8% |
| 3M | -7.0% | -4.9% | -2.1% | -5.8% |
| 6M | +18.0% | -10.2% | +28.3% | +21.1% |
| YTD | +24.2% | -4.1% | +28.3% | +23.5% |
| 1Y | +31.2% | +4.0% | +27.2% | +26.6% |
| 3Y | +107.5% | +8.0% | +99.6% | +91.4% |
| All | +145.0% | +7.8% | +137.3% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling