+153.2%
GEN vs TXT
+100.3%
+53.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +2.1% | -10.4% | +12.5% | +4.8% |
| 3M | +19.7% | -14.3% | +34.1% | +23.9% |
| 6M | +33.3% | -15.1% | +48.4% | +37.8% |
| YTD | +11.1% | -8.3% | +19.4% | +12.4% |
| 1Y | +3.0% | -0.7% | +3.7% | +2.0% |
| 3Y | +57.9% | +6.0% | +51.9% | +52.5% |
| 5Y | +20.6% | +12.5% | +8.1% | +13.7% |
| 10Y | +153.2% | +103.2% | +50.0% | +113.0% |
| All | +153.2% | +100.3% | +53.0% | +113.0% |
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