+3.0%
FLR vs TXT
+89.4%
-86.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | +5.4% | +0.1% | +5.2% | +5.4% |
| 30D | +2.8% | +13.3% | -10.5% | -7.1% |
| 3M | -6.4% | -5.0% | -1.4% | -4.0% |
| 6M | +8.8% | -8.4% | +17.2% | +14.4% |
| YTD | +23.6% | -4.0% | +27.6% | +24.1% |
| 1Y | +13.8% | +2.8% | +11.0% | +8.4% |
| 3Y | +36.5% | +10.3% | +26.2% | +19.5% |
| 5Y | +119.3% | +9.2% | +110.2% | +86.6% |
| All | +3.0% | +89.4% | -86.4% | -41.0% |
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