+61.8%
FLR vs TXT
+5.7%
+56.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -0.7% | -11.1% | +10.4% | +6.3% |
| 3M | +14.3% | -13.0% | +27.3% | +23.8% |
| 6M | +25.6% | -16.2% | +41.8% | +38.8% |
| YTD | +42.9% | -8.7% | +51.6% | +49.1% |
| 1Y | +38.7% | -3.8% | +42.5% | +39.7% |
| 3Y | +61.8% | +5.5% | +56.3% | +48.2% |
| All | +61.8% | +5.7% | +56.1% | +48.2% |
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 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