+21.5%
GLD vs TXT
-2.9%
+24.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -4.8% | +4.3% | +0.3% |
| 30D | +4.4% | -10.6% | +15.0% | +6.5% |
| 3M | -1.1% | -13.2% | +12.1% | +1.4% |
| 6M | -13.8% | -20.3% | +6.6% | -11.3% |
| YTD | +2.6% | -9.3% | +11.9% | +3.7% |
| All | +21.5% | -2.9% | +24.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling