-43.7%
IT vs TXT
+13.0%
-56.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.5% |
| 7D | -18.8% | -3.5% | -15.3% | -17.5% |
| 30D | -0.1% | +15.2% | -15.2% | -6.0% |
| 3M | +2.9% | -4.5% | +7.4% | +4.6% |
| 6M | +20.4% | -6.1% | +26.5% | +22.2% |
| YTD | -24.3% | -2.0% | -22.3% | -25.8% |
| 1Y | -17.2% | +4.2% | -21.4% | -21.3% |
| 3Y | -52.4% | +14.4% | -66.8% | -58.3% |
| 5Y | -43.7% | +12.3% | -56.0% | -51.0% |
| All | -43.7% | +13.0% | -56.7% | -51.0% |
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 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