+225.5%
FFIV vs TXT
+98.4%
+127.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -2.7% | -11.1% | +8.4% | +1.5% |
| 3M | -1.7% | -13.0% | +11.3% | +2.9% |
| 6M | +36.1% | -16.2% | +52.3% | +43.9% |
| YTD | +52.6% | -8.7% | +61.4% | +55.2% |
| 1Y | +21.5% | -3.8% | +25.3% | +21.0% |
| 3Y | +142.7% | +5.5% | +137.2% | +129.6% |
| 5Y | +92.6% | +12.3% | +80.3% | +76.2% |
| 10Y | +225.5% | +97.4% | +128.1% | +144.1% |
| All | +225.5% | +98.4% | +127.1% | +144.1% |
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 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