+44.1%
IR vs TXT
+7.8%
+36.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.7% |
| 7D | +3.7% | -2.5% | +6.2% | +5.3% |
| 30D | +7.4% | +14.4% | -6.9% | -1.9% |
| 3M | -5.9% | -4.9% | -1.0% | -3.3% |
| 6M | +5.6% | -10.2% | +15.8% | +12.1% |
| YTD | +4.8% | -4.1% | +8.9% | +6.2% |
| 1Y | +6.9% | +4.0% | +3.0% | +2.8% |
| 3Y | +27.6% | +8.0% | +19.6% | +16.7% |
| All | +44.1% | +7.8% | +36.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling