+78.3%
FDS vs TXT
+98.4%
-20.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | +1.6% | -11.1% | +12.6% | +4.9% |
| 3M | +17.7% | -13.0% | +30.7% | +21.9% |
| 6M | +29.1% | -16.2% | +45.3% | +34.4% |
| YTD | +1.0% | -8.7% | +9.7% | +2.0% |
| 1Y | -21.6% | -3.8% | -17.8% | -22.3% |
| 3Y | -30.1% | +5.5% | -35.6% | -33.8% |
| 5Y | -20.7% | +12.3% | -33.0% | -27.6% |
| 10Y | +78.3% | +97.4% | -19.1% | +22.4% |
| All | +78.3% | +98.4% | -20.1% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling