+157.6%
B vs TXT
+10.4%
+147.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.5% |
| 30D | +9.4% | -10.6% | +20.0% | +12.1% |
| 3M | +5.0% | -13.2% | +18.2% | +8.2% |
| 6M | -3.5% | -20.3% | +16.8% | +1.0% |
| YTD | +4.5% | -9.3% | +13.7% | +6.5% |
| 1Y | +67.8% | -2.7% | +70.5% | +68.7% |
| 3Y | +196.7% | +1.4% | +195.3% | +191.8% |
| All | +157.6% | +10.4% | +147.2% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling