+985.8%
ASX vs TXT
+89.4%
+896.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | +12.4% | +0.1% | +12.3% | +12.4% |
| 30D | -19.8% | +13.3% | -33.2% | -24.1% |
| 3M | -10.3% | -5.0% | -5.4% | -8.6% |
| 6M | +1.2% | -8.4% | +9.7% | +4.8% |
| YTD | +123.0% | -4.0% | +127.0% | +125.3% |
| 1Y | +145.4% | +2.8% | +142.6% | +140.7% |
| 3Y | +368.6% | +10.3% | +358.3% | +340.1% |
| 5Y | +486.0% | +9.2% | +476.9% | +447.7% |
| All | +985.8% | +89.4% | +896.4% | +697.0% |
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