+8,590.7%
FIX vs TXT
+256.0%
+8,334.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.5% |
| 7D | -7.2% | -3.5% | -3.7% | -5.8% |
| 30D | -35.1% | +15.2% | -50.3% | -38.8% |
| 3M | -34.3% | -4.5% | -29.8% | -33.4% |
| 6M | -42.9% | -6.1% | -36.8% | -41.8% |
| YTD | +19.5% | -2.0% | +21.4% | +19.6% |
| 1Y | +16.8% | +4.2% | +12.6% | +14.2% |
| 3Y | +506.7% | +14.4% | +492.3% | +467.9% |
| 5Y | +1,046.7% | +12.3% | +1,034.4% | +974.0% |
| 10Y | +3,800.0% | +101.8% | +3,698.1% | +2,757.0% |
| All | +8,590.7% | +256.0% | +8,334.6% | +3,908.7% |
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