-3.5%
F vs TXT
+5.9%
-9.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | -0.2% | -1.1% | +0.8% | +0.1% |
| 30D | +0.9% | +17.1% | -16.2% | -4.5% |
| 3M | -11.3% | -2.6% | -8.7% | -10.5% |
| 6M | +2.0% | -4.6% | +6.6% | +3.3% |
| YTD | -3.2% | -0.3% | -2.8% | -6.2% |
| 1Y | -3.5% | +5.9% | -9.4% | -12.8% |
| All | -3.5% | +5.9% | -9.4% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling