+150.0%
GEN vs TXT
+115.3%
+34.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.6% |
| 30D | +28.2% | +15.2% | +13.0% | +23.9% |
| 3M | +2.6% | -4.5% | +7.1% | +3.7% |
| 6M | +32.7% | -6.1% | +38.8% | +34.2% |
| YTD | +11.3% | -2.0% | +13.2% | +10.8% |
| 1Y | +17.9% | +4.2% | +13.7% | +15.6% |
| 3Y | +66.3% | +14.4% | +51.9% | +57.8% |
| 5Y | +31.7% | +12.3% | +19.4% | +23.9% |
| 10Y | +150.0% | +101.8% | +48.2% | +121.3% |
| All | +150.0% | +115.3% | +34.7% | +121.3% |
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