+135.5%
FITB vs TXT
+4.5%
+131.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.6% | -4.8% | +5.4% | +3.3% |
| 30D | -4.7% | -10.6% | +5.9% | +1.1% |
| 3M | +6.7% | -13.2% | +19.9% | +14.2% |
| 6M | +12.6% | -20.3% | +32.9% | +26.4% |
| YTD | +19.1% | -9.3% | +28.4% | +23.3% |
| 1Y | +22.6% | -2.7% | +25.3% | +21.3% |
| All | +135.5% | +4.5% | +131.0% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling