+292.5%
LOW vs TXT
+90.9%
+201.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +21.3% | +13.3% | +8.0% | +15.0% |
| 3M | +6.0% | -5.1% | +11.1% | +8.0% |
| 6M | +2.6% | -7.1% | +9.7% | +5.0% |
| YTD | -3.6% | -3.2% | -0.4% | -3.3% |
| 1Y | -1.0% | +2.3% | -3.3% | -2.9% |
| 3Y | +24.2% | +11.1% | +13.1% | +15.4% |
| 5Y | +6.3% | +10.0% | -3.7% | -2.5% |
| All | +292.5% | +90.9% | +201.6% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling