+224.4%
FITB vs TXT
+103.6%
+120.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.4% |
| 7D | +0.5% | -1.1% | +1.5% | +1.2% |
| 30D | +7.0% | +17.1% | -10.1% | -4.7% |
| 3M | -4.4% | -2.6% | -1.7% | -3.4% |
| 6M | +11.6% | -4.6% | +16.1% | +13.1% |
| YTD | +18.6% | -0.3% | +19.0% | +15.6% |
| 1Y | +29.8% | +5.9% | +23.9% | +21.1% |
| 3Y | +140.7% | +14.4% | +126.3% | +106.4% |
| 5Y | +48.6% | +15.9% | +32.8% | +24.5% |
| 10Y | +224.4% | +99.6% | +124.8% | +56.2% |
| All | +224.4% | +103.6% | +120.7% | +56.2% |
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