+0.5%
M vs TXT
+115.3%
-114.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +6.4% |
| 7D | +2.5% | -3.5% | +6.1% | +5.4% |
| 30D | +10.1% | +15.2% | -5.1% | -1.3% |
| 3M | -0.9% | -4.5% | +3.5% | +1.8% |
| 6M | +30.2% | -6.1% | +36.3% | +34.0% |
| YTD | +16.3% | -2.0% | +18.2% | +14.5% |
| 1Y | +27.0% | +4.2% | +22.7% | +19.2% |
| 3Y | +154.5% | +14.4% | +140.1% | +116.2% |
| 5Y | -1.1% | +12.3% | -13.4% | -14.2% |
| 10Y | +0.5% | +101.8% | -101.3% | -49.2% |
| All | +0.5% | +115.3% | -114.8% | -49.2% |
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