+122.9%
MAR vs TXT
+15.4%
+107.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.9% |
| 7D | +2.9% | -1.1% | +3.9% | +3.3% |
| 30D | +17.0% | +17.1% | 0.0% | +8.4% |
| 3M | +23.2% | -2.6% | +25.8% | +24.4% |
| 6M | +21.7% | -4.6% | +26.3% | +23.3% |
| YTD | +38.9% | -0.3% | +39.2% | +36.2% |
| 1Y | +48.7% | +5.9% | +42.8% | +41.1% |
| 3Y | +122.9% | +14.4% | +108.5% | +94.9% |
| All | +122.9% | +15.4% | +107.5% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling