+3,604.4%
FIX vs TXT
+90.9%
+3,513.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.7% |
| 7D | +17.0% | -1.1% | +18.1% | +17.7% |
| 30D | -30.6% | +13.3% | -43.8% | -35.8% |
| 3M | -35.0% | -5.1% | -29.9% | -33.5% |
| 6M | -44.0% | -7.1% | -36.8% | -42.1% |
| YTD | +21.1% | -3.2% | +24.4% | +21.7% |
| 1Y | +16.3% | +2.3% | +13.9% | +13.0% |
| 3Y | +507.4% | +11.1% | +496.3% | +449.6% |
| 5Y | +1,052.1% | +10.0% | +1,042.0% | +926.4% |
| All | +3,604.4% | +90.9% | +3,513.5% | +2,134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling