-54.2%
COMP vs TXT
+53.1%
-107.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.6% | -6.5% | -6.9% |
| 7D | -1.8% | -2.5% | +0.7% | +0.3% |
| 30D | -0.8% | +12.8% | -13.6% | -10.5% |
| 3M | -28.1% | -3.6% | -24.5% | -26.4% |
| 6M | +27.0% | -6.9% | +33.9% | +33.3% |
| YTD | -12.8% | -2.2% | -10.6% | -13.1% |
| 1Y | +4.9% | +6.3% | -1.4% | -2.8% |
| 3Y | +321.0% | +10.3% | +310.7% | +264.4% |
| 5Y | -25.6% | +10.6% | -36.2% | -40.2% |
| All | -54.2% | +53.1% | -107.3% | -65.6% |
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