+1,750.9%
FTI vs TXT
+279.8%
+1,471.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -6.3% | +13.4% | -19.7% | -12.5% |
| 3M | -13.1% | -2.5% | -10.6% | -13.2% |
| 6M | -8.0% | -6.2% | -1.8% | -7.0% |
| YTD | +47.1% | -1.3% | +48.4% | +43.9% |
| 1Y | +50.7% | +4.3% | +46.3% | +43.6% |
| 3Y | +209.0% | +13.2% | +195.7% | +178.4% |
| 5Y | +847.0% | +12.4% | +834.6% | +746.2% |
| 10Y | +184.3% | +94.8% | +89.5% | +97.1% |
| All | +1,750.9% | +279.8% | +1,471.1% | +628.0% |
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