+48.4%
D vs TXT
+98.8%
-50.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +9.0% | +13.4% | -4.4% | +5.9% |
| 3M | +1.0% | -2.5% | +3.5% | +1.3% |
| 6M | +11.0% | -6.2% | +17.2% | +12.0% |
| YTD | +19.8% | -1.3% | +21.1% | +19.2% |
| 1Y | +16.0% | +4.3% | +11.6% | +13.9% |
| 3Y | +74.4% | +13.2% | +61.1% | +65.8% |
| 5Y | +13.5% | +12.4% | +1.2% | +6.5% |
| 10Y | +48.4% | +94.8% | -46.4% | +8.5% |
| All | +48.4% | +98.8% | -50.5% | +8.5% |
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 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