+7.8%
LOW vs TXT
+13.4%
-5.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -9.3% | -10.4% | +1.2% | -4.8% |
| 3M | -8.1% | -14.3% | +6.3% | -2.1% |
| 6M | -19.8% | -15.1% | -4.7% | -14.3% |
| YTD | -16.4% | -8.3% | -8.1% | -13.8% |
| 1Y | -24.7% | -0.7% | -24.0% | -25.4% |
| 3Y | -8.8% | +6.0% | -14.8% | -14.3% |
| 5Y | +7.8% | +12.5% | -4.7% | -3.8% |
| All | +7.8% | +13.4% | -5.6% | -3.8% |
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 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