+325.3%
ASX vs TXT
+7.8%
+317.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +7.4% |
| 7D | -19.9% | -2.5% | -17.4% | -18.8% |
| 30D | -30.9% | +14.4% | -45.3% | -35.4% |
| 3M | -15.1% | -4.9% | -10.2% | -13.0% |
| 6M | -6.5% | -10.2% | +3.7% | -1.3% |
| YTD | +98.4% | -4.1% | +102.5% | +101.0% |
| 1Y | +107.9% | +4.0% | +103.9% | +101.5% |
| 3Y | +325.3% | +8.0% | +317.3% | +287.3% |
| All | +325.3% | +7.8% | +317.5% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling