+241.6%
FLR vs TXT
+13.4%
+228.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.6% |
| 30D | +4.9% | -10.4% | +15.4% | +12.1% |
| 3M | +10.8% | -14.3% | +25.2% | +21.5% |
| 6M | +19.7% | -15.1% | +34.8% | +31.8% |
| YTD | +38.4% | -8.3% | +46.7% | +44.3% |
| 1Y | +34.7% | -0.7% | +35.4% | +33.2% |
| 3Y | +56.7% | +6.0% | +50.7% | +44.2% |
| 5Y | +241.6% | +12.5% | +229.1% | +185.9% |
| All | +241.6% | +13.4% | +228.2% | +185.9% |
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