+2,892.9%
FITB vs TXT
+2,244.6%
+648.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.9% |
| 30D | +7.3% | +15.2% | -7.8% | -1.3% |
| 3M | -4.0% | -4.5% | +0.5% | -2.1% |
| 6M | +11.9% | -6.1% | +18.0% | +14.4% |
| YTD | +19.0% | -2.0% | +20.9% | +18.0% |
| 1Y | +31.0% | +4.2% | +26.8% | +25.5% |
| 3Y | +143.8% | +14.4% | +129.4% | +118.4% |
| 5Y | +48.9% | +12.3% | +36.6% | +34.3% |
| 10Y | +236.6% | +101.8% | +134.8% | +113.8% |
| All | +2,892.9% | +2,244.6% | +648.3% | +659.3% |
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