+88.1%
IT vs TXT
+103.6%
-15.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -7.5% | -1.1% | -6.4% | -7.1% |
| 30D | -1.2% | +17.1% | -18.2% | -7.6% |
| 3M | -2.2% | -2.6% | +0.4% | -1.5% |
| 6M | +19.1% | -4.6% | +23.6% | +20.1% |
| YTD | -25.1% | -0.3% | -24.8% | -26.7% |
| 1Y | -17.4% | +5.9% | -23.3% | -21.3% |
| 3Y | -54.1% | +14.4% | -68.5% | -58.5% |
| 5Y | -42.7% | +15.9% | -58.5% | -49.3% |
| 10Y | +88.1% | +99.6% | -11.4% | +26.4% |
| All | +88.1% | +103.6% | -15.5% | +26.4% |
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