+34,839.7%
LOW vs TXT
+2,083.0%
+32,756.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -10.1% | -11.1% | +1.0% | -6.4% |
| 3M | -2.9% | -13.0% | +10.1% | +1.6% |
| 6M | -19.4% | -16.2% | -3.2% | -14.6% |
| YTD | -15.4% | -8.7% | -6.7% | -13.2% |
| 1Y | -24.9% | -3.8% | -21.2% | -24.5% |
| 3Y | -7.8% | +5.5% | -13.3% | -11.2% |
| 5Y | +8.4% | +12.3% | -3.9% | +1.0% |
| 10Y | +226.8% | +97.4% | +129.4% | +135.3% |
| All | +34,839.7% | +2,083.0% | +32,756.8% | +8,455.5% |
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