+71.1%
FITB vs TXT
+12.6%
+58.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -4.5% | -11.1% | +6.5% | +2.8% |
| 3M | +5.7% | -13.0% | +18.6% | +14.4% |
| 6M | +17.1% | -16.2% | +33.3% | +29.6% |
| YTD | +18.3% | -8.7% | +27.0% | +22.9% |
| 1Y | +23.9% | -3.8% | +27.7% | +23.7% |
| 3Y | +131.1% | +5.5% | +125.6% | +109.2% |
| 5Y | +71.1% | +12.3% | +58.8% | +44.5% |
| All | +71.1% | +12.6% | +58.5% | +44.5% |
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