+508.4%
F vs TXT
+2,193.3%
-1,684.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | +2.6% | +14.4% | -11.8% | -3.5% |
| 3M | -8.8% | -4.9% | -3.9% | -7.2% |
| 6M | +4.6% | -10.2% | +14.8% | +8.7% |
| YTD | -1.9% | -4.1% | +2.2% | -1.4% |
| 1Y | -0.8% | +4.0% | -4.7% | -3.8% |
| 3Y | +43.5% | +8.0% | +35.5% | +35.1% |
| 5Y | -12.1% | +8.4% | -20.5% | -16.7% |
| 10Y | +83.6% | +116.6% | -33.0% | +23.5% |
| All | +508.4% | +2,193.3% | -1,684.9% | +54.8% |
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 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