+231.1%
GM vs TXT
+107.7%
+123.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.9% |
| 7D | -2.4% | +2.5% | -4.9% | -3.9% |
| 30D | -1.1% | -8.9% | +7.7% | +4.3% |
| 3M | +6.1% | -13.6% | +19.7% | +14.6% |
| 6M | +15.0% | -13.1% | +28.1% | +23.3% |
| YTD | +6.0% | -7.0% | +13.0% | +8.4% |
| 1Y | +47.1% | -1.4% | +48.5% | +44.9% |
| 3Y | +170.5% | +7.0% | +163.5% | +146.5% |
| 5Y | +80.5% | +15.4% | +65.1% | +56.8% |
| All | +231.1% | +107.7% | +123.3% | +97.8% |
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