+126.6%
FFIV vs TXT
+115.3%
+11.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.4% |
| 7D | -2.1% | -3.5% | +1.4% | -0.8% |
| 30D | -33.8% | +15.2% | -48.9% | -37.3% |
| 3M | -20.6% | -4.5% | -16.1% | -19.7% |
| 6M | -10.2% | -6.1% | -4.1% | -9.0% |
| YTD | +24.5% | -2.0% | +26.4% | +22.8% |
| 1Y | +29.3% | +4.2% | +25.1% | +24.6% |
| 3Y | +103.8% | +14.4% | +89.4% | +86.7% |
| 5Y | +40.9% | +12.3% | +28.5% | +28.1% |
| 10Y | +126.6% | +101.8% | +24.8% | +72.0% |
| All | +126.6% | +115.3% | +11.2% | +72.0% |
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 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