+719.1%
B vs TXT
+2,193.3%
-1,474.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +9.6% | -2.5% | +12.1% | +9.8% |
| 30D | +3.5% | +14.4% | -10.9% | +2.1% |
| 3M | -1.6% | -4.9% | +3.3% | -1.2% |
| 6M | -1.7% | -10.2% | +8.6% | -0.8% |
| YTD | -5.3% | -4.1% | -1.2% | -5.1% |
| 1Y | +27.2% | +4.0% | +23.3% | +26.5% |
| 3Y | +166.1% | +8.0% | +158.2% | +162.6% |
| 5Y | +136.5% | +8.4% | +128.1% | +131.9% |
| 10Y | +172.2% | +116.6% | +55.6% | +142.7% |
| All | +719.1% | +2,193.3% | -1,474.2% | +747.3% |
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