+41.8%
AR vs TXT
+98.4%
-56.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +12.6% | -11.1% | +23.6% | +20.3% |
| 3M | +10.0% | -13.0% | +23.0% | +17.7% |
| 6M | +0.6% | -16.2% | +16.8% | +8.8% |
| YTD | +13.4% | -8.7% | +22.1% | +15.0% |
| 1Y | +21.7% | -3.8% | +25.5% | +19.0% |
| 3Y | +45.8% | +5.5% | +40.3% | +29.6% |
| 5Y | +144.3% | +12.3% | +132.0% | +106.2% |
| 10Y | +41.8% | +97.4% | -55.6% | -17.3% |
| All | +41.8% | +98.4% | -56.6% | -17.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling