+3,214.7%
MAR vs TXT
+209.0%
+3,005.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +16.2% | +13.4% | +2.8% | +9.9% |
| 3M | +23.1% | -2.5% | +25.6% | +23.8% |
| 6M | +22.0% | -6.2% | +28.2% | +24.0% |
| YTD | +39.2% | -1.3% | +40.5% | +38.0% |
| 1Y | +48.3% | +4.3% | +43.9% | +43.6% |
| 3Y | +123.4% | +13.2% | +110.2% | +107.1% |
| 5Y | +185.4% | +12.4% | +173.0% | +164.5% |
| 10Y | +539.2% | +94.8% | +444.4% | +353.7% |
| All | +3,214.7% | +209.0% | +3,005.7% | +1,283.2% |
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