+4.6%
MKTX vs TXT
+107.7%
-103.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | +0.7% | -8.9% | +9.6% | +2.1% |
| 3M | +40.8% | -13.6% | +54.4% | +43.6% |
| 6M | -8.0% | -13.1% | +5.1% | -6.4% |
| YTD | -8.7% | -7.0% | -1.7% | -8.3% |
| 1Y | -11.8% | -1.4% | -10.4% | -12.3% |
| 3Y | -24.0% | +7.0% | -31.0% | -26.1% |
| 5Y | -60.3% | +15.4% | -75.7% | -62.1% |
| All | +4.6% | +107.7% | -103.2% | -22.3% |
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 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