+128.5%
FTV vs TXT
+138.9%
-10.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.6% |
| 7D | +0.4% | -3.5% | +3.9% | +2.0% |
| 30D | +17.2% | +15.2% | +2.0% | +9.5% |
| 3M | +8.9% | -4.5% | +13.3% | +10.7% |
| 6M | +11.3% | -6.1% | +17.4% | +13.6% |
| YTD | +21.9% | -2.0% | +23.9% | +21.0% |
| 1Y | +31.6% | +4.2% | +27.3% | +26.9% |
| 3Y | +38.1% | +14.4% | +23.7% | +25.8% |
| 5Y | +15.7% | +12.3% | +3.4% | +4.6% |
| 10Y | +107.5% | +101.8% | +5.6% | +31.8% |
| All | +128.5% | +138.9% | -10.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling