-25.6%
COMP vs TXT
+11.0%
-36.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.6% | -6.5% | -6.8% |
| 7D | -1.8% | -2.5% | +0.7% | +0.5% |
| 30D | -0.8% | +12.8% | -13.6% | -11.3% |
| 3M | -28.1% | -3.6% | -24.5% | -26.3% |
| 6M | +27.0% | -6.9% | +33.9% | +33.7% |
| YTD | -12.8% | -2.2% | -10.6% | -13.4% |
| 1Y | +4.9% | +6.3% | -1.4% | -3.9% |
| 3Y | +321.0% | +10.3% | +310.7% | +253.7% |
| 5Y | -25.6% | +10.6% | -36.2% | -40.8% |
| All | -25.6% | +11.0% | -36.6% | -40.8% |
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 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