+6,197.3%
IT vs TXT
+788.9%
+5,408.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.3% |
| 7D | -18.8% | -3.5% | -15.3% | -17.8% |
| 30D | -0.1% | +15.2% | -15.2% | -4.9% |
| 3M | +2.9% | -4.5% | +7.4% | +4.3% |
| 6M | +20.4% | -6.1% | +26.5% | +22.0% |
| YTD | -24.3% | -2.0% | -22.3% | -25.0% |
| 1Y | -17.2% | +4.2% | -21.4% | -19.7% |
| 3Y | -52.4% | +14.4% | -66.8% | -55.8% |
| 5Y | -43.7% | +12.3% | -56.0% | -47.8% |
| 10Y | +90.3% | +101.8% | -11.5% | +35.9% |
| All | +6,197.3% | +788.9% | +5,408.3% | +1,986.8% |
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