+29.4%
B vs TXT
+9.2%
+20.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.3% | +9.6% | +8.7% |
| 7D | +1.1% | +10.6% | -9.5% | -2.2% |
| 30D | +0.3% | +14.4% | -14.1% | -4.3% |
| 3M | +5.4% | -2.7% | +8.2% | +7.2% |
| 6M | +5.5% | -4.7% | +10.2% | +8.2% |
| YTD | -6.3% | -0.5% | -5.8% | -8.1% |
| 1Y | +29.4% | +8.7% | +20.6% | +22.5% |
| All | +29.4% | +9.2% | +20.2% | +22.5% |
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