+325.3%
IR vs TXT
+74.1%
+251.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.6% |
| 7D | +3.7% | -2.5% | +6.2% | +5.2% |
| 30D | +7.4% | +14.4% | -6.9% | -1.2% |
| 3M | -5.9% | -4.9% | -1.0% | -3.6% |
| 6M | +5.6% | -10.2% | +15.8% | +11.5% |
| YTD | +4.8% | -4.1% | +8.9% | +6.3% |
| 1Y | +6.9% | +4.0% | +3.0% | +3.4% |
| 3Y | +27.6% | +8.0% | +19.6% | +18.8% |
| 5Y | +45.8% | +8.4% | +37.4% | +33.1% |
| All | +325.3% | +74.1% | +251.2% | +169.9% |
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