+278.4%
FTI vs TXT
+5.7%
+272.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +12.3% | -11.1% | +23.4% | +17.3% |
| 3M | +13.8% | -13.0% | +26.7% | +19.3% |
| 6M | +24.3% | -16.2% | +40.5% | +32.0% |
| YTD | +75.8% | -8.7% | +84.5% | +78.7% |
| 1Y | +99.6% | -3.8% | +103.4% | +96.9% |
| 3Y | +278.4% | +5.5% | +272.9% | +214.7% |
| All | +278.4% | +5.7% | +272.7% | +214.7% |
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 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