+1,125.1%
DD vs TXT
+2,283.3%
-1,158.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.4% |
| 7D | +2.2% | -1.1% | +3.3% | +2.7% |
| 30D | +20.7% | +17.1% | +3.6% | +12.4% |
| 3M | +11.3% | -2.6% | +14.0% | +12.0% |
| 6M | +6.0% | -4.6% | +10.5% | +7.2% |
| YTD | +31.7% | -0.3% | +32.0% | +30.3% |
| 1Y | +32.2% | +5.9% | +26.3% | +27.4% |
| 3Y | +92.7% | +14.4% | +78.3% | +77.8% |
| 5Y | +72.1% | +15.9% | +56.3% | +57.1% |
| 10Y | +99.7% | +99.6% | +0.1% | +38.3% |
| All | +1,125.1% | +2,283.3% | -1,158.3% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling