+8,297.1%
GEN vs TXT
+2,070.1%
+6,227.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | -4.8% | +3.6% | +0.2% |
| 30D | +10.1% | -10.6% | +20.8% | +13.7% |
| 3M | +16.1% | -13.2% | +29.3% | +20.5% |
| 6M | +38.9% | -20.3% | +59.2% | +47.1% |
| YTD | +14.4% | -9.3% | +23.7% | +16.4% |
| 1Y | +5.9% | -2.7% | +8.6% | +5.4% |
| 3Y | +58.8% | +1.4% | +57.4% | +54.8% |
| 5Y | +24.7% | +9.6% | +15.1% | +17.2% |
| 10Y | +163.1% | +94.9% | +68.2% | +91.2% |
| All | +8,297.1% | +2,070.1% | +6,227.0% | +1,615.3% |
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 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