+8,061.5%
GEN vs TXT
+2,193.3%
+5,868.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.1% |
| 7D | +2.3% | -2.5% | +4.8% | +3.0% |
| 30D | +33.1% | +14.4% | +18.7% | +28.2% |
| 3M | +6.5% | -4.9% | +11.4% | +8.1% |
| 6M | +53.8% | -10.2% | +64.0% | +58.1% |
| YTD | +11.2% | -4.1% | +15.3% | +11.5% |
| 1Y | +19.4% | +4.0% | +15.4% | +16.9% |
| 3Y | +81.0% | +8.0% | +73.1% | +73.6% |
| 5Y | +33.4% | +8.4% | +25.0% | +26.1% |
| 10Y | +164.3% | +116.6% | +47.7% | +86.7% |
| All | +8,061.5% | +2,193.3% | +5,868.2% | +1,543.2% |
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