+43.0%
AR vs TXT
+97.2%
-54.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.5% | -4.8% | +7.3% | +5.4% |
| 30D | +14.8% | -10.6% | +25.4% | +22.3% |
| 3M | +6.2% | -13.2% | +19.4% | +13.8% |
| 6M | +4.3% | -20.3% | +24.6% | +16.1% |
| YTD | +14.4% | -9.3% | +23.6% | +16.4% |
| 1Y | +21.3% | -2.7% | +24.0% | +17.7% |
| 3Y | +39.8% | +1.4% | +38.4% | +27.5% |
| 5Y | +142.1% | +9.6% | +132.5% | +107.6% |
| All | +43.0% | +97.2% | -54.3% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling