+2,895.1%
FITB vs TXT
+2,259.2%
+635.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.1% |
| 30D | +7.0% | +13.4% | -6.4% | -0.8% |
| 3M | -4.8% | -2.5% | -2.2% | -4.0% |
| 6M | +13.5% | -6.2% | +19.7% | +16.1% |
| YTD | +19.1% | -1.3% | +20.4% | +17.7% |
| 1Y | +30.8% | +4.3% | +26.4% | +25.2% |
| 3Y | +141.6% | +13.2% | +128.4% | +117.6% |
| 5Y | +48.3% | +12.4% | +35.9% | +33.8% |
| 10Y | +215.9% | +94.8% | +121.2% | +104.3% |
| All | +2,895.1% | +2,259.2% | +635.9% | +657.1% |
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 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