+144.3%
AR vs TXT
+12.6%
+131.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +12.6% | -11.1% | +23.6% | +18.9% |
| 3M | +10.0% | -13.0% | +23.0% | +16.4% |
| 6M | +0.6% | -16.2% | +16.8% | +7.6% |
| YTD | +13.4% | -8.7% | +22.1% | +14.1% |
| 1Y | +21.7% | -3.8% | +25.5% | +18.1% |
| 3Y | +45.8% | +5.5% | +40.3% | +26.0% |
| 5Y | +144.3% | +12.3% | +132.0% | +95.5% |
| All | +144.3% | +12.6% | +131.7% | +95.5% |
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