+391.7%
FLR vs TXT
+357.4%
+34.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.6% |
| 7D | +5.1% | -1.1% | +6.2% | +5.7% |
| 30D | -0.5% | +17.1% | -17.5% | -8.9% |
| 3M | -3.5% | -2.6% | -0.8% | -2.9% |
| 6M | +16.5% | -4.6% | +21.0% | +18.4% |
| YTD | +27.3% | -0.3% | +27.6% | +25.8% |
| 1Y | +10.6% | +5.9% | +4.7% | +5.8% |
| 3Y | +39.4% | +14.4% | +25.0% | +26.6% |
| 5Y | +126.4% | +15.9% | +110.5% | +101.3% |
| 10Y | +8.4% | +99.6% | -91.2% | -25.7% |
| All | +391.7% | +357.4% | +34.2% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling