+2,896.1%
FITB vs TXT
+2,070.1%
+826.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.6% | -4.8% | +5.4% | +3.4% |
| 30D | -4.7% | -10.6% | +5.9% | +1.4% |
| 3M | +6.7% | -13.2% | +19.9% | +14.7% |
| 6M | +12.6% | -20.3% | +32.9% | +26.7% |
| YTD | +19.1% | -9.3% | +28.4% | +24.1% |
| 1Y | +22.6% | -2.7% | +25.3% | +22.6% |
| 3Y | +127.1% | +1.4% | +125.7% | +119.0% |
| 5Y | +71.8% | +9.6% | +62.3% | +58.1% |
| 10Y | +287.2% | +94.9% | +192.3% | +152.4% |
| All | +2,896.1% | +2,070.1% | +826.0% | +698.7% |
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