+788.4%
AU vs TXT
+200.3%
+588.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -3.6% | -4.8% | +1.1% | -2.9% |
| 30D | +23.9% | -10.6% | +34.5% | +25.9% |
| 3M | +19.1% | -13.2% | +32.3% | +21.5% |
| 6M | -0.2% | -20.3% | +20.2% | +3.3% |
| YTD | +32.5% | -9.3% | +41.7% | +34.2% |
| 1Y | +96.9% | -2.7% | +99.6% | +97.6% |
| 3Y | +614.7% | +1.4% | +613.4% | +607.8% |
| 5Y | +647.7% | +9.6% | +638.2% | +626.3% |
| 10Y | +679.2% | +94.9% | +584.3% | +558.2% |
| All | +788.4% | +200.3% | +588.1% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling