+1,007.5%
ASX vs TXT
+98.8%
+908.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.0% |
| 7D | +0.8% | -0.8% | +1.6% | +1.3% |
| 30D | -20.4% | +13.4% | -33.8% | -24.7% |
| 3M | -2.1% | -2.5% | +0.4% | -1.3% |
| 6M | +8.2% | -6.2% | +14.4% | +10.9% |
| YTD | +137.3% | -1.3% | +138.6% | +136.9% |
| 1Y | +155.0% | +4.3% | +150.7% | +148.5% |
| 3Y | +397.9% | +13.2% | +384.7% | +362.3% |
| 5Y | +529.2% | +12.4% | +516.9% | +480.8% |
| 10Y | +1,007.5% | +94.8% | +912.7% | +712.2% |
| All | +1,007.5% | +98.8% | +908.7% | +712.2% |
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