-23.8%
FDS vs TXT
+7.8%
-31.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.4% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | +20.2% | +14.4% | +5.8% | +17.7% |
| 3M | +19.9% | -4.9% | +24.8% | +20.6% |
| 6M | +56.2% | -10.2% | +66.4% | +58.0% |
| YTD | +14.6% | -4.1% | +18.7% | +13.0% |
| 1Y | +31.6% | +4.0% | +27.6% | +26.7% |
| 3Y | -23.8% | +8.0% | -31.8% | -29.0% |
| All | -23.8% | +7.8% | -31.6% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling