+43.8%
D vs TXT
+115.3%
-71.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | +10.7% | +15.2% | -4.5% | +7.2% |
| 3M | +2.3% | -4.5% | +6.8% | +3.0% |
| 6M | +12.5% | -6.1% | +18.6% | +13.5% |
| YTD | +20.1% | -2.0% | +22.0% | +19.6% |
| 1Y | +15.6% | +4.2% | +11.3% | +13.5% |
| 3Y | +75.2% | +14.4% | +60.8% | +66.3% |
| 5Y | +14.6% | +12.3% | +2.3% | +7.5% |
| 10Y | +43.8% | +101.8% | -58.1% | +9.3% |
| All | +43.8% | +115.3% | -71.6% | +9.3% |
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