+12,471.5%
FIX vs TXT
+229.5%
+12,242.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -4.8% | +10.8% | +8.0% |
| 30D | -7.2% | -10.6% | +3.4% | -3.2% |
| 3M | -15.9% | -13.2% | -2.7% | -11.3% |
| 6M | +12.7% | -20.3% | +33.1% | +23.2% |
| YTD | +72.8% | -9.3% | +82.0% | +78.9% |
| 1Y | +122.9% | -2.7% | +125.6% | +124.6% |
| 3Y | +774.3% | +1.4% | +772.9% | +759.4% |
| 5Y | +2,049.5% | +9.6% | +2,039.9% | +1,943.8% |
| 10Y | +5,821.5% | +94.9% | +5,726.6% | +4,319.8% |
| All | +12,471.5% | +229.5% | +12,242.0% | +5,895.2% |
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