+285.6%
FITB vs TXT
+100.3%
+185.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -0.4% | +0.8% | -1.2% | -1.0% |
| 30D | -5.1% | -10.4% | +5.3% | +2.3% |
| 3M | +3.5% | -14.3% | +17.9% | +14.2% |
| 6M | +17.2% | -15.1% | +32.3% | +29.5% |
| YTD | +17.6% | -8.3% | +26.0% | +22.4% |
| 1Y | +23.4% | -0.7% | +24.1% | +20.9% |
| 3Y | +129.7% | +6.0% | +123.8% | +109.2% |
| 5Y | +68.4% | +12.5% | +55.9% | +44.7% |
| 10Y | +285.6% | +103.2% | +182.4% | +86.1% |
| All | +285.6% | +100.3% | +185.4% | +86.1% |
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