+95.1%
F vs TXT
+97.6%
-2.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +5.3% | -4.8% | +10.1% | +8.3% |
| 30D | +4.6% | -10.6% | +15.2% | +11.5% |
| 3M | -3.7% | -13.2% | +9.5% | +3.6% |
| 6M | +16.8% | -20.3% | +37.2% | +31.9% |
| YTD | +15.3% | -9.3% | +24.5% | +20.0% |
| 1Y | +31.0% | -2.7% | +33.7% | +30.8% |
| 3Y | +45.4% | +1.4% | +44.1% | +38.0% |
| 5Y | +54.7% | +9.6% | +45.1% | +40.4% |
| All | +95.1% | +97.6% | -2.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling