+162.4%
ALL vs TXT
+8.5%
+153.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | +13.3% | 0.0% | +8.7% |
| 3M | +3.2% | -5.0% | +8.1% | +4.6% |
| 6M | +25.3% | -8.4% | +33.8% | +27.7% |
| YTD | +30.5% | -4.0% | +34.4% | +29.7% |
| 1Y | +29.2% | +2.8% | +26.4% | +25.2% |
| 3Y | +119.1% | +10.3% | +108.8% | +100.2% |
| All | +162.4% | +8.5% | +153.9% | +134.8% |
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