+23.7%
EXC vs TXT
+1.6%
+22.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -4.8% | +5.1% | +0.6% |
| 30D | -3.7% | -10.6% | +6.9% | -3.0% |
| 3M | -1.3% | -13.2% | +11.9% | -0.4% |
| 6M | -9.7% | -20.3% | +10.6% | -8.3% |
| YTD | +2.9% | -9.3% | +12.1% | +3.4% |
| 1Y | +4.4% | -2.7% | +7.1% | +4.1% |
| All | +23.7% | +1.6% | +22.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling