+441.9%
MAR vs TXT
+100.3%
+341.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -4.7% | -10.4% | +5.8% | +1.3% |
| 3M | -15.6% | -14.3% | -1.3% | -8.7% |
| 6M | +1.2% | -15.1% | +16.3% | +9.8% |
| YTD | +7.5% | -8.3% | +15.8% | +11.0% |
| 1Y | +26.6% | -0.7% | +27.3% | +24.8% |
| 3Y | +66.0% | +6.0% | +60.0% | +54.0% |
| 5Y | +154.1% | +12.5% | +141.6% | +125.0% |
| 10Y | +441.9% | +103.2% | +338.7% | +241.4% |
| All | +441.9% | +100.3% | +341.6% | +241.4% |
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