+345.2%
IR vs TXT
+78.0%
+267.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.4% | +3.4% |
| 7D | +5.0% | -3.5% | +8.5% | +7.3% |
| 30D | +10.3% | +15.2% | -4.8% | +1.1% |
| 3M | -0.1% | -4.5% | +4.4% | +2.2% |
| 6M | +14.8% | -6.1% | +20.9% | +18.1% |
| YTD | +9.7% | -2.0% | +11.7% | +9.9% |
| 1Y | +12.2% | +4.2% | +8.0% | +8.4% |
| 3Y | +30.0% | +14.4% | +15.6% | +17.1% |
| 5Y | +46.8% | +12.3% | +34.5% | +31.4% |
| All | +345.2% | +78.0% | +267.2% | +178.9% |
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