+31.0%
FTV vs TXT
+2.5%
+28.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +3.7% | -1.1% | +4.8% | +4.0% |
| 30D | +16.8% | +13.3% | +3.6% | +12.3% |
| 3M | +10.4% | -5.1% | +15.5% | +11.9% |
| 6M | +12.8% | -7.1% | +19.9% | +14.7% |
| YTD | +23.3% | -3.2% | +26.5% | +19.8% |
| 1Y | +31.0% | +2.3% | +28.7% | +20.4% |
| All | +31.0% | +2.5% | +28.5% | +20.4% |
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