+106.6%
FTV vs TXT
+103.6%
+2.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.2% |
| 7D | +1.4% | -1.1% | +2.4% | +1.9% |
| 30D | +18.3% | +17.1% | +1.2% | +9.8% |
| 3M | +9.8% | -2.6% | +12.5% | +10.7% |
| 6M | +12.3% | -4.6% | +16.9% | +13.9% |
| YTD | +23.1% | -0.3% | +23.4% | +21.3% |
| 1Y | +32.5% | +5.9% | +26.6% | +26.9% |
| 3Y | +38.3% | +14.4% | +23.9% | +26.1% |
| 5Y | +16.8% | +15.9% | +1.0% | +4.2% |
| 10Y | +106.6% | +99.6% | +7.0% | +41.1% |
| All | +106.6% | +103.6% | +2.9% | +41.1% |
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