-51.3%
IT vs TXT
+5.7%
-56.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.6% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -7.0% | -11.1% | +4.0% | -3.8% |
| 3M | +7.6% | -13.0% | +20.6% | +11.5% |
| 6M | +2.1% | -16.2% | +18.3% | +6.7% |
| YTD | -31.6% | -8.7% | -22.9% | -31.3% |
| 1Y | -29.9% | -3.8% | -26.1% | -31.3% |
| 3Y | -51.3% | +5.5% | -56.8% | -54.5% |
| All | -51.3% | +5.7% | -56.9% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling