+3,644.4%
FIX vs TXT
+103.6%
+3,540.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.6% |
| 7D | -13.9% | -1.1% | -12.9% | -13.2% |
| 30D | -35.5% | +17.1% | -52.6% | -41.6% |
| 3M | -33.9% | -2.6% | -31.3% | -33.3% |
| 6M | -43.3% | -4.6% | -38.7% | -42.3% |
| YTD | +18.7% | -0.3% | +19.0% | +17.2% |
| 1Y | +13.8% | +5.9% | +7.9% | +8.4% |
| 3Y | +495.0% | +14.4% | +480.6% | +429.3% |
| 5Y | +1,049.0% | +15.9% | +1,033.2% | +893.1% |
| 10Y | +3,644.4% | +99.6% | +3,544.8% | +2,100.8% |
| All | +3,644.4% | +103.6% | +3,540.8% | +2,100.8% |
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