+149.7%
GEN vs TXT
+103.6%
+46.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +29.1% | +17.1% | +12.0% | +24.2% |
| 3M | +2.9% | -2.6% | +5.6% | +3.5% |
| 6M | +33.6% | -4.6% | +38.2% | +34.6% |
| YTD | +12.0% | -0.3% | +12.4% | +11.1% |
| 1Y | +16.2% | +5.9% | +10.3% | +13.4% |
| 3Y | +65.1% | +14.4% | +50.7% | +56.5% |
| 5Y | +33.3% | +15.9% | +17.4% | +24.5% |
| 10Y | +149.7% | +99.6% | +50.1% | +121.4% |
| All | +149.7% | +103.6% | +46.0% | +121.4% |
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 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