+76.5%
FTV vs TXT
+107.7%
-31.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.7% |
| 7D | -4.0% | +2.5% | -6.4% | -5.0% |
| 30D | -11.0% | -8.9% | -2.2% | -7.3% |
| 3M | -8.4% | -13.6% | +5.2% | -2.5% |
| 6M | -2.6% | -13.1% | +10.5% | +3.0% |
| YTD | -0.6% | -7.0% | +6.4% | +1.4% |
| 1Y | +11.0% | -1.4% | +12.3% | +10.0% |
| 3Y | -6.3% | +7.0% | -13.3% | -11.8% |
| 5Y | -1.5% | +15.4% | -16.9% | -11.7% |
| All | +76.5% | +107.7% | -31.2% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling