+998.2%
C vs TXT
+2,193.3%
-1,195.1%
-98.0%
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% | +1.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.0% |
| 30D | -6.0% | +14.4% | -20.4% | -13.4% |
| 3M | -10.5% | -4.9% | -5.6% | -8.6% |
| 6M | -5.7% | -10.2% | +4.5% | -1.1% |
| YTD | +4.1% | -4.1% | +8.2% | +4.3% |
| 1Y | +20.5% | +4.0% | +16.5% | +15.2% |
| 3Y | +208.1% | +8.0% | +200.2% | +183.8% |
| 5Y | +110.4% | +8.4% | +102.0% | +89.0% |
| 10Y | +234.6% | +116.6% | +118.0% | +93.8% |
| All | +998.2% | +2,193.3% | -1,195.1% | +82.8% |
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