+3,653.2%
FIX vs TXT
+112.2%
+3,541.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.6% |
| 7D | -17.5% | -2.5% | -14.9% | -16.2% |
| 30D | -41.6% | +14.4% | -56.0% | -46.4% |
| 3M | -40.6% | -4.9% | -35.7% | -39.3% |
| 6M | -49.4% | -10.2% | -39.2% | -46.6% |
| YTD | +9.2% | -4.1% | +13.3% | +10.2% |
| 1Y | +6.5% | +4.0% | +2.5% | +2.4% |
| 3Y | +448.7% | +8.0% | +440.8% | +404.4% |
| 5Y | +948.7% | +8.4% | +940.3% | +841.1% |
| All | +3,653.2% | +112.2% | +3,541.0% | +1,889.1% |
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 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