-49.1%
COMP vs TXT
+54.4%
-103.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.7% |
| 30D | +16.3% | +13.4% | +2.9% | +4.4% |
| 3M | -19.1% | -2.5% | -16.6% | -18.1% |
| 6M | +17.1% | -6.2% | +23.3% | +21.4% |
| YTD | -2.9% | -1.3% | -1.6% | -4.2% |
| 1Y | +8.8% | +4.3% | +4.5% | +2.2% |
| 3Y | +423.5% | +13.2% | +410.2% | +340.4% |
| 5Y | -10.5% | +12.4% | -22.8% | -28.8% |
| All | -49.1% | +54.4% | -103.5% | -62.1% |
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