+1,163.5%
C vs TXT
+2,070.1%
-906.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -4.8% | +8.4% | +6.5% |
| 30D | +0.1% | -10.6% | +10.7% | +6.6% |
| 3M | +2.4% | -13.2% | +15.6% | +10.4% |
| 6M | +24.9% | -20.3% | +45.3% | +40.9% |
| YTD | +19.8% | -9.3% | +29.1% | +24.6% |
| 1Y | +44.9% | -2.7% | +47.6% | +44.3% |
| 3Y | +263.0% | +1.4% | +261.6% | +248.2% |
| 5Y | +129.5% | +9.6% | +120.0% | +105.8% |
| 10Y | +291.6% | +94.9% | +196.7% | +141.8% |
| All | +1,163.5% | +2,070.1% | -906.5% | +118.4% |
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 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