-31.1%
IT vs TXT
-3.0%
-28.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -9.1% | +0.8% | -10.0% | -9.2% |
| 30D | -12.2% | -10.4% | -1.7% | -11.7% |
| 3M | +7.8% | -14.3% | +22.2% | +8.0% |
| 6M | +2.0% | -15.1% | +17.1% | +2.9% |
| YTD | -32.7% | -8.3% | -24.4% | -34.4% |
| 1Y | -31.1% | -0.7% | -30.4% | -36.0% |
| All | -31.1% | -3.0% | -28.1% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling