+17.6%
FTV vs TXT
-3.0%
+20.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -9.5% | -10.4% | +0.9% | -6.3% |
| 3M | -10.9% | -14.3% | +3.4% | -6.8% |
| 6M | -0.6% | -15.1% | +14.5% | +4.1% |
| YTD | +1.4% | -8.3% | +9.7% | +1.7% |
| 1Y | +17.6% | -0.7% | +18.3% | +12.7% |
| All | +17.6% | -3.0% | +20.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling