+27.4%
M vs TXT
+10.4%
+17.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.7% | -4.8% | +9.5% | +8.7% |
| 30D | -9.6% | -10.6% | +1.0% | -1.6% |
| 3M | +0.9% | -13.2% | +14.0% | +11.2% |
| 6M | +22.3% | -20.3% | +42.6% | +43.5% |
| YTD | +6.5% | -9.3% | +15.8% | +11.4% |
| 1Y | +38.8% | -2.7% | +41.5% | +36.2% |
| 3Y | +115.9% | +1.4% | +114.5% | +93.6% |
| All | +27.4% | +10.4% | +17.0% | +4.6% |
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