+5,150.0%
FFIV vs TXT
+131.1%
+5,018.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.0% | -4.8% | +3.8% | +0.8% |
| 30D | -5.1% | -10.6% | +5.5% | -1.2% |
| 3M | -4.5% | -13.2% | +8.7% | +0.2% |
| 6M | +36.5% | -20.3% | +56.8% | +47.2% |
| YTD | +53.0% | -9.3% | +62.2% | +56.1% |
| 1Y | +24.2% | -2.7% | +26.9% | +23.4% |
| 3Y | +137.2% | +1.4% | +135.8% | +128.8% |
| 5Y | +91.8% | +9.6% | +82.2% | +78.1% |
| 10Y | +215.2% | +94.9% | +120.3% | +116.2% |
| All | +5,150.0% | +131.1% | +5,018.9% | +2,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling