-4.0%
M vs TXT
+97.6%
-101.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.7% | -4.8% | +9.5% | +8.5% |
| 30D | -9.6% | -10.6% | +1.0% | -2.0% |
| 3M | +0.9% | -13.2% | +14.0% | +10.8% |
| 6M | +22.3% | -20.3% | +42.6% | +42.2% |
| YTD | +6.5% | -9.3% | +15.8% | +11.7% |
| 1Y | +38.8% | -2.7% | +41.5% | +37.6% |
| 3Y | +115.9% | +1.4% | +114.5% | +101.8% |
| 5Y | +28.6% | +9.6% | +19.1% | +14.5% |
| All | -4.0% | +97.6% | -101.6% | -46.4% |
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