-49.3%
COMP vs TXT
+50.1%
-99.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.3% |
| 7D | +13.4% | -2.5% | +16.0% | +15.6% |
| 30D | +11.1% | +14.4% | -3.3% | -1.1% |
| 3M | -18.8% | -4.9% | -13.9% | -16.1% |
| 6M | +10.5% | -10.2% | +20.7% | +18.8% |
| YTD | -3.4% | -4.1% | +0.7% | -2.4% |
| 1Y | +19.7% | +4.0% | +15.7% | +12.6% |
| 3Y | +381.6% | +8.0% | +373.7% | +323.2% |
| 5Y | -17.6% | +8.4% | -26.0% | -32.9% |
| All | -49.3% | +50.1% | -99.4% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling