+672.3%
AU vs TXT
+107.7%
+564.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.3% |
| 7D | -4.3% | +2.5% | -6.7% | -4.5% |
| 30D | +7.3% | -8.9% | +16.2% | +8.3% |
| 3M | +26.3% | -13.6% | +39.9% | +28.3% |
| 6M | +1.8% | -13.1% | +14.9% | +3.3% |
| YTD | +26.8% | -7.0% | +33.8% | +27.9% |
| 1Y | +66.7% | -1.4% | +68.1% | +67.2% |
| 3Y | +579.1% | +7.0% | +572.1% | +573.3% |
| 5Y | +689.3% | +15.4% | +673.9% | +674.0% |
| All | +672.3% | +107.7% | +564.5% | +599.0% |
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