+91.4%
IT vs TXT
+100.3%
-8.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -9.1% | +0.8% | -10.0% | -9.5% |
| 30D | -12.2% | -10.4% | -1.7% | -8.2% |
| 3M | +7.8% | -14.3% | +22.2% | +14.3% |
| 6M | +2.0% | -15.1% | +17.1% | +7.6% |
| YTD | -32.7% | -8.3% | -24.4% | -31.7% |
| 1Y | -31.1% | -0.7% | -30.4% | -32.6% |
| 3Y | -52.1% | +6.0% | -58.1% | -55.3% |
| 5Y | -46.3% | +12.5% | -58.8% | -51.9% |
| 10Y | +91.4% | +103.2% | -11.8% | +24.5% |
| All | +91.4% | +100.3% | -8.9% | +24.5% |
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