-24.2%
AR vs TXT
+200.5%
-224.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.5% | -4.8% | +7.3% | +5.2% |
| 30D | +14.8% | -10.6% | +25.4% | +21.8% |
| 3M | +6.2% | -13.2% | +19.4% | +13.4% |
| 6M | +4.3% | -20.3% | +24.6% | +15.4% |
| YTD | +14.4% | -9.3% | +23.6% | +16.4% |
| 1Y | +21.3% | -2.7% | +24.0% | +18.1% |
| 3Y | +39.8% | +1.4% | +38.4% | +29.0% |
| 5Y | +142.1% | +9.6% | +132.5% | +111.6% |
| 10Y | +52.0% | +94.9% | -42.9% | -8.0% |
| All | -24.2% | +200.5% | -224.7% | -53.5% |
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 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