+437.1%
GS vs TXT
+90.9%
+346.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | +5.1% | -1.1% | +6.2% | +5.8% |
| 30D | +2.4% | +13.3% | -10.8% | -4.7% |
| 3M | -11.5% | -5.1% | -6.4% | -9.5% |
| 6M | -2.5% | -7.1% | +4.6% | +0.2% |
| YTD | +5.5% | -3.2% | +8.7% | +5.0% |
| 1Y | +11.0% | +2.3% | +8.7% | +7.2% |
| 3Y | +200.1% | +11.1% | +189.0% | +171.7% |
| 5Y | +154.7% | +10.0% | +144.7% | +126.3% |
| All | +437.1% | +90.9% | +346.2% | +207.6% |
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 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