+494.2%
FIX vs TXT
+10.4%
+483.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -27.8% | +13.3% | -41.1% | -32.8% |
| 3M | -35.6% | -5.0% | -30.6% | -33.8% |
| 6M | -45.2% | -8.4% | -36.8% | -42.7% |
| YTD | +19.5% | -4.0% | +23.4% | +21.2% |
| 1Y | +24.2% | +2.8% | +21.4% | +21.1% |
| 3Y | +494.2% | +10.3% | +483.9% | +443.1% |
| All | +494.2% | +10.4% | +483.8% | +443.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling