+1,026.8%
MKTX vs TXT
+155.7%
+871.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +1.0% | -11.1% | +12.0% | +4.7% |
| 3M | +41.3% | -13.0% | +54.3% | +47.1% |
| 6M | -11.3% | -16.2% | +4.9% | -7.0% |
| YTD | -8.6% | -8.7% | +0.2% | -7.0% |
| 1Y | -11.1% | -3.8% | -7.3% | -11.4% |
| 3Y | -24.5% | +5.5% | -30.0% | -28.7% |
| 5Y | -61.4% | +12.3% | -73.7% | -64.8% |
| 10Y | +6.8% | +97.4% | -90.6% | -30.6% |
| All | +1,026.8% | +155.7% | +871.1% | +529.4% |
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 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