+430.5%
M vs TXT
+1,346.8%
-916.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.6% |
| 7D | -4.3% | -2.5% | -1.8% | -3.1% |
| 30D | +1.3% | +14.4% | -13.1% | -5.4% |
| 3M | -7.4% | -4.9% | -2.4% | -5.4% |
| 6M | +18.3% | -10.2% | +28.6% | +23.6% |
| YTD | +7.6% | -4.1% | +11.7% | +8.2% |
| 1Y | +17.4% | +4.0% | +13.4% | +13.4% |
| 3Y | +108.4% | +8.0% | +100.4% | +96.6% |
| 5Y | -10.6% | +8.4% | -19.0% | -14.4% |
| 10Y | -3.2% | +116.6% | -119.8% | -33.2% |
| All | +430.5% | +1,346.8% | -916.3% | +54.9% |
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