+2,340.5%
EXC vs TXT
+2,070.1%
+270.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -4.8% | +5.1% | +1.2% |
| 30D | -3.7% | -10.6% | +6.9% | -1.6% |
| 3M | -1.3% | -13.2% | +11.9% | +1.3% |
| 6M | -9.7% | -20.3% | +10.6% | -6.0% |
| YTD | +2.9% | -9.3% | +12.1% | +4.2% |
| 1Y | +4.4% | -2.7% | +7.1% | +4.1% |
| 3Y | +22.2% | +1.4% | +20.8% | +19.2% |
| 5Y | +46.7% | +9.6% | +37.2% | +39.2% |
| 10Y | +155.3% | +94.9% | +60.4% | +105.8% |
| All | +2,340.5% | +2,070.1% | +270.5% | +977.7% |
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