+20.2%
FLR vs TXT
+100.3%
-80.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | -3.1% | +0.8% | -3.9% | -3.7% |
| 30D | +4.9% | -10.4% | +15.4% | +13.5% |
| 3M | +10.8% | -14.3% | +25.2% | +23.7% |
| 6M | +19.7% | -15.1% | +34.8% | +34.2% |
| YTD | +38.4% | -8.3% | +46.7% | +45.2% |
| 1Y | +34.7% | -0.7% | +35.4% | +32.6% |
| 3Y | +56.7% | +6.0% | +50.7% | +42.4% |
| 5Y | +241.6% | +12.5% | +229.1% | +186.1% |
| 10Y | +20.2% | +103.2% | -83.0% | -37.1% |
| All | +20.2% | +100.3% | -80.1% | -37.1% |
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 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