+165.5%
B vs TXT
+10.4%
+155.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -7.3% | +0.1% | -7.5% | -7.4% |
| 30D | -3.3% | +13.3% | -16.7% | -6.7% |
| 3M | -7.8% | -5.0% | -2.8% | -6.7% |
| 6M | -15.5% | -8.4% | -7.1% | -13.7% |
| YTD | -12.3% | -4.0% | -8.3% | -11.6% |
| 1Y | +5.4% | +2.8% | +2.6% | +4.6% |
| 3Y | +165.5% | +10.3% | +155.3% | +149.7% |
| All | +165.5% | +10.4% | +155.1% | +149.7% |
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