-13.5%
F vs TXT
+14.6%
-28.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | +3.3% | +13.4% | -10.1% | -5.0% |
| 3M | -11.3% | -2.5% | -8.8% | -10.4% |
| 6M | +5.3% | -6.2% | +11.5% | +8.2% |
| YTD | -2.2% | -1.3% | -0.9% | -4.1% |
| 1Y | -3.5% | +4.3% | -7.9% | -9.1% |
| 3Y | +49.5% | +13.2% | +36.3% | +26.5% |
| 5Y | -13.5% | +12.4% | -25.9% | -26.9% |
| All | -13.5% | +14.6% | -28.1% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling