+126.4%
FLR vs TXT
+14.4%
+112.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.7% |
| 7D | +5.1% | -1.1% | +6.2% | +5.8% |
| 30D | -0.5% | +17.1% | -17.5% | -9.8% |
| 3M | -3.5% | -2.6% | -0.8% | -2.6% |
| 6M | +16.5% | -4.6% | +21.0% | +18.8% |
| YTD | +27.3% | -0.3% | +27.6% | +25.6% |
| 1Y | +10.6% | +5.9% | +4.7% | +5.1% |
| 3Y | +39.4% | +14.4% | +25.0% | +22.7% |
| 5Y | +126.4% | +15.9% | +110.5% | +93.2% |
| All | +126.4% | +14.4% | +112.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling