+6,045.6%
IT vs TXT
+722.8%
+5,322.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -6.0% | -4.8% | -1.3% | -4.4% |
| 30D | 0.0% | -10.6% | +10.6% | +3.8% |
| 3M | +13.1% | -13.2% | +26.2% | +18.1% |
| 6M | +11.7% | -20.3% | +32.0% | +19.4% |
| YTD | -26.1% | -9.3% | -16.9% | -24.8% |
| 1Y | -21.3% | -2.7% | -18.6% | -21.8% |
| 3Y | -46.7% | +1.4% | -48.1% | -48.5% |
| 5Y | -40.5% | +9.6% | -50.1% | -44.4% |
| 10Y | +103.9% | +94.9% | +9.0% | +47.6% |
| All | +6,045.6% | +722.8% | +5,322.9% | +1,994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling