-29.9%
COMP vs TXT
+10.4%
-40.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +1.4% | -4.8% | +6.1% | +5.8% |
| 30D | -13.3% | -10.6% | -2.7% | -4.6% |
| 3M | +41.1% | -13.2% | +54.3% | +58.2% |
| 6M | +17.2% | -20.3% | +37.5% | +41.6% |
| YTD | +5.2% | -9.3% | +14.5% | +12.2% |
| 1Y | +18.9% | -2.7% | +21.6% | +18.3% |
| 3Y | +215.9% | +1.4% | +214.5% | +189.5% |
| All | -29.9% | +10.4% | -40.3% | -44.5% |
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