+620.7%
GEV vs TXT
-17.7%
+638.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | -4.8% | +8.1% | +5.5% |
| 30D | -7.5% | -10.6% | +3.1% | -3.0% |
| 3M | -2.2% | -13.2% | +11.0% | +3.7% |
| 6M | +12.1% | -20.3% | +32.4% | +22.9% |
| YTD | +44.4% | -9.3% | +53.6% | +48.8% |
| 1Y | +57.7% | -2.7% | +60.4% | +56.7% |
| All | +620.7% | -17.7% | +638.4% | +596.3% |
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