+96.9%
AU vs TXT
-1.0%
+97.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -3.6% | -4.8% | +1.1% | -1.5% |
| 30D | +23.9% | -10.6% | +34.5% | +30.5% |
| 3M | +19.1% | -13.2% | +32.3% | +27.1% |
| 6M | -0.2% | -20.3% | +20.2% | +7.6% |
| YTD | +32.5% | -9.3% | +41.7% | +37.4% |
| 1Y | +96.9% | -2.7% | +99.6% | +100.8% |
| All | +96.9% | -1.0% | +97.9% | +100.8% |
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