+41.6%
D vs TXT
+112.2%
-70.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | +3.0% | -2.5% | +5.5% | +3.5% |
| 30D | +11.5% | +14.4% | -2.9% | +8.2% |
| 3M | +3.7% | -4.9% | +8.7% | +4.6% |
| 6M | +13.5% | -10.2% | +23.8% | +15.6% |
| YTD | +20.7% | -4.1% | +24.8% | +20.8% |
| 1Y | +18.2% | +4.0% | +14.3% | +16.3% |
| 3Y | +73.3% | +8.0% | +65.4% | +66.7% |
| 5Y | +12.3% | +8.4% | +3.8% | +6.2% |
| All | +41.6% | +112.2% | -70.6% | +15.0% |
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