+267.5%
ASX vs TXT
-1.0%
+268.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -4.8% | +4.1% | +1.6% |
| 30D | +2.0% | -10.6% | +12.6% | +7.4% |
| 3M | -1.3% | -13.2% | +11.8% | +5.4% |
| 6M | +71.4% | -20.3% | +91.8% | +86.3% |
| YTD | +135.3% | -9.3% | +144.6% | +148.4% |
| 1Y | +267.5% | -2.7% | +270.2% | +271.4% |
| All | +267.5% | -1.0% | +268.5% | +271.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling