-15.8%
F vs TXT
+7.8%
-23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | +1.6% | -2.5% | +4.1% | +3.2% |
| 30D | +2.6% | +14.4% | -11.8% | -6.3% |
| 3M | -8.8% | -4.9% | -3.9% | -6.4% |
| 6M | +4.6% | -10.2% | +14.8% | +10.6% |
| YTD | -1.9% | -4.1% | +2.2% | -2.0% |
| 1Y | -0.8% | +4.0% | -4.7% | -6.4% |
| 3Y | +43.5% | +8.0% | +35.5% | +25.7% |
| All | -15.8% | +7.8% | -23.6% | -28.4% |
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