+642.3%
LYB vs TXT
+252.2%
+390.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.6% |
| 30D | +4.0% | -10.4% | +14.5% | +10.8% |
| 3M | +2.4% | -14.3% | +16.8% | +10.7% |
| 6M | -1.4% | -15.1% | +13.7% | +5.5% |
| YTD | +53.9% | -8.3% | +62.3% | +56.6% |
| 1Y | +26.1% | -0.7% | +26.8% | +21.7% |
| 3Y | -21.0% | +6.0% | -27.0% | -27.8% |
| 5Y | -0.7% | +12.5% | -13.3% | -15.0% |
| 10Y | +49.3% | +103.2% | -53.9% | -15.8% |
| All | +642.3% | +252.2% | +390.1% | +177.1% |
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