-1.0%
M vs TXT
+12.5%
-13.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -3.3% | -0.8% | -2.5% | -2.5% |
| 30D | +8.1% | +13.4% | -5.3% | -2.2% |
| 3M | +2.2% | -2.5% | +4.8% | +3.6% |
| 6M | +35.1% | -6.2% | +41.3% | +39.4% |
| YTD | +15.8% | -1.3% | +17.2% | +13.0% |
| 1Y | +25.8% | +4.3% | +21.5% | +17.0% |
| 3Y | +156.2% | +13.2% | +143.0% | +109.3% |
| All | -1.0% | +12.5% | -13.4% | -19.1% |
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 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