+11.7%
D vs TXT
+8.5%
+3.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.7% | +13.3% | -5.6% | +4.9% |
| 3M | -0.3% | -5.0% | +4.7% | +0.5% |
| 6M | +10.1% | -8.4% | +18.5% | +11.5% |
| YTD | +19.1% | -4.0% | +23.0% | +19.1% |
| 1Y | +15.9% | +2.8% | +13.1% | +14.2% |
| 3Y | +75.0% | +10.3% | +64.7% | +66.5% |
| All | +11.7% | +8.5% | +3.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling