+92.9%
FFIV vs TXT
+10.4%
+82.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.0% | -4.8% | +3.8% | +1.0% |
| 30D | -5.1% | -10.6% | +5.5% | -0.7% |
| 3M | -4.5% | -13.2% | +8.7% | +0.8% |
| 6M | +36.5% | -20.3% | +56.8% | +48.8% |
| YTD | +53.0% | -9.3% | +62.2% | +55.5% |
| 1Y | +24.2% | -2.7% | +26.9% | +21.9% |
| 3Y | +137.2% | +1.4% | +135.8% | +120.4% |
| All | +92.9% | +10.4% | +82.5% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling