+887.2%
ASX vs TXT
+103.6%
+783.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.6% |
| 7D | -9.1% | -1.1% | -8.1% | -8.5% |
| 30D | -23.6% | +17.1% | -40.7% | -28.6% |
| 3M | -5.6% | -2.6% | -3.0% | -4.8% |
| 6M | +4.7% | -4.6% | +9.3% | +6.5% |
| YTD | +122.6% | -0.3% | +122.9% | +121.3% |
| 1Y | +133.0% | +5.9% | +127.1% | +125.7% |
| 3Y | +367.1% | +14.4% | +352.7% | +332.0% |
| 5Y | +504.7% | +15.9% | +488.9% | +452.3% |
| 10Y | +887.2% | +99.6% | +787.6% | +638.7% |
| All | +887.2% | +103.6% | +783.6% | +638.7% |
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