+3,646.0%
ALL vs TXT
+825.5%
+2,820.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.8% |
| 7D | -1.9% | -2.5% | +0.6% | -1.1% |
| 30D | +13.8% | +14.4% | -0.6% | +8.3% |
| 3M | -7.0% | -4.9% | -2.1% | -5.6% |
| 6M | +18.0% | -10.2% | +28.3% | +21.4% |
| YTD | +24.2% | -4.1% | +28.3% | +24.0% |
| 1Y | +31.2% | +4.0% | +27.2% | +27.2% |
| 3Y | +107.5% | +8.0% | +99.6% | +95.0% |
| 5Y | +144.8% | +8.4% | +136.4% | +126.1% |
| 10Y | +375.8% | +116.6% | +259.1% | +220.0% |
| All | +3,646.0% | +825.5% | +2,820.5% | +1,142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling