+2,271.9%
D vs TXT
+2,070.1%
+201.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | -4.8% | +6.2% | +2.2% |
| 30D | -2.6% | -10.6% | +8.0% | -0.8% |
| 3M | 0.0% | -13.2% | +13.2% | +2.1% |
| 6M | +7.4% | -20.3% | +27.7% | +11.0% |
| YTD | +15.9% | -9.3% | +25.1% | +17.2% |
| 1Y | +18.1% | -2.7% | +20.8% | +18.0% |
| 3Y | +58.4% | +1.4% | +57.0% | +56.0% |
| 5Y | +5.2% | +9.6% | -4.4% | +1.2% |
| 10Y | +35.9% | +94.9% | -59.0% | +13.7% |
| All | +2,271.9% | +2,070.1% | +201.9% | +1,091.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling