+3.4%
FTV vs TXT
+12.6%
-9.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -8.3% | -11.1% | +2.7% | -2.8% |
| 3M | -7.4% | -13.0% | +5.6% | -1.0% |
| 6M | -1.2% | -16.2% | +15.0% | +7.1% |
| YTD | +2.7% | -8.7% | +11.4% | +5.7% |
| 1Y | +18.4% | -3.8% | +22.2% | +18.2% |
| 3Y | -2.0% | +5.5% | -7.6% | -9.4% |
| 5Y | +3.4% | +12.3% | -8.9% | -10.4% |
| All | +3.4% | +12.6% | -9.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling