+476.5%
M vs TXT
+1,403.6%
-927.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.3% |
| 7D | +5.0% | -1.1% | +6.1% | +5.7% |
| 30D | +10.6% | +17.1% | -6.4% | +2.2% |
| 3M | +1.6% | -2.6% | +4.2% | +2.6% |
| 6M | +30.8% | -4.6% | +35.4% | +32.6% |
| YTD | +16.9% | -0.3% | +17.2% | +15.4% |
| 1Y | +26.3% | +5.9% | +20.4% | +21.0% |
| 3Y | +158.6% | +14.4% | +144.2% | +137.2% |
| 5Y | +2.1% | +15.9% | -13.8% | -5.3% |
| 10Y | -4.3% | +99.6% | -103.9% | -31.9% |
| All | +476.5% | +1,403.6% | -927.1% | +65.3% |
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