+1,157.0%
FTI vs TXT
+13.4%
+1,143.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.7% |
| 7D | -2.3% | +0.8% | -3.2% | -2.7% |
| 30D | +5.0% | -10.4% | +15.5% | +10.4% |
| 3M | +13.8% | -14.3% | +28.2% | +21.6% |
| 6M | +22.9% | -15.1% | +38.0% | +31.1% |
| YTD | +75.0% | -8.3% | +83.3% | +78.5% |
| 1Y | +96.9% | -0.7% | +97.6% | +91.4% |
| 3Y | +276.7% | +6.0% | +270.7% | +237.9% |
| 5Y | +1,157.0% | +12.5% | +1,144.5% | +962.2% |
| All | +1,157.0% | +13.4% | +1,143.6% | +962.2% |
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