+2,453.0%
EXC vs TXT
+2,244.6%
+208.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.4% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | +9.3% | +15.2% | -5.9% | +6.2% |
| 3M | +1.0% | -4.5% | +5.5% | +1.8% |
| 6M | +5.9% | -6.1% | +12.0% | +6.8% |
| YTD | +7.6% | -2.0% | +9.6% | +7.2% |
| 1Y | +2.4% | +4.2% | -1.8% | +0.7% |
| 3Y | +30.2% | +14.4% | +15.9% | +23.9% |
| 5Y | +41.4% | +12.3% | +29.0% | +33.4% |
| 10Y | +183.8% | +101.8% | +81.9% | +126.8% |
| All | +2,453.0% | +2,244.6% | +208.3% | +1,008.6% |
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 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