+39.3%
FFIV vs TXT
+7.8%
+31.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -8.1% | -2.5% | -5.6% | -7.3% |
| 30D | -33.4% | +14.4% | -47.8% | -37.2% |
| 3M | -24.7% | -4.9% | -19.8% | -23.6% |
| 6M | -8.8% | -10.2% | +1.4% | -5.6% |
| YTD | +21.8% | -4.1% | +25.9% | +20.5% |
| 1Y | +25.3% | +4.0% | +21.3% | +19.0% |
| 3Y | +101.2% | +8.0% | +93.2% | +81.0% |
| All | +39.3% | +7.8% | +31.5% | +18.5% |
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