+46.8%
MAR vs TXT
+2.5%
+44.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | +14.3% | +13.3% | +1.1% | +9.6% |
| 3M | +20.0% | -5.1% | +25.1% | +22.0% |
| 6M | +21.7% | -7.1% | +28.9% | +24.2% |
| YTD | +37.7% | -3.2% | +40.9% | +32.8% |
| 1Y | +46.8% | +2.3% | +44.5% | +31.6% |
| All | +46.8% | +2.5% | +44.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling