+43.1%
MOD vs TXT
-1.0%
+44.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | +9.6% | -4.8% | +14.4% | +14.5% |
| 30D | 0.0% | -10.6% | +10.6% | +10.8% |
| 3M | -35.4% | -13.2% | -22.2% | -26.2% |
| 6M | -7.3% | -20.3% | +13.1% | +13.4% |
| YTD | +45.8% | -9.3% | +55.1% | +60.8% |
| 1Y | +43.1% | -2.7% | +45.8% | +47.2% |
| All | +43.1% | -1.0% | +44.1% | +47.2% |
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 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