+615.0%
F vs TXT
+2,070.1%
-1,455.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -4.8% | +10.1% | +7.6% |
| 30D | +4.6% | -10.6% | +15.2% | +9.8% |
| 3M | -3.7% | -13.2% | +9.5% | +1.9% |
| 6M | +16.8% | -20.3% | +37.2% | +28.2% |
| YTD | +15.3% | -9.3% | +24.5% | +19.1% |
| 1Y | +31.0% | -2.7% | +33.7% | +31.3% |
| 3Y | +45.4% | +1.4% | +44.1% | +41.1% |
| 5Y | +54.7% | +9.6% | +45.1% | +46.5% |
| 10Y | +98.2% | +94.9% | +3.3% | +39.7% |
| All | +615.0% | +2,070.1% | -1,455.0% | +87.1% |
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