+105.9%
C vs TXT
+7.8%
+98.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -2.4% | -2.5% | +0.1% | -1.1% |
| 30D | -6.0% | +14.4% | -20.4% | -12.8% |
| 3M | -10.5% | -4.9% | -5.6% | -8.6% |
| 6M | -5.7% | -10.2% | +4.5% | -1.2% |
| YTD | +4.1% | -4.1% | +8.2% | +4.1% |
| 1Y | +20.5% | +4.0% | +16.5% | +15.0% |
| 3Y | +208.1% | +8.0% | +200.2% | +180.3% |
| All | +105.9% | +7.8% | +98.2% | +76.2% |
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