+1,604.6%
MOD vs TXT
+94.9%
+1,509.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +9.6% | -4.8% | +14.4% | +13.9% |
| 30D | 0.0% | -10.6% | +10.6% | +9.2% |
| 3M | -35.4% | -13.2% | -22.2% | -27.7% |
| 6M | -7.3% | -20.3% | +13.1% | +11.8% |
| YTD | +45.8% | -9.3% | +55.1% | +58.0% |
| 1Y | +43.1% | -2.7% | +45.8% | +46.6% |
| 3Y | +297.7% | +1.4% | +296.3% | +292.5% |
| 5Y | +1,478.8% | +9.6% | +1,469.2% | +1,357.4% |
| All | +1,604.6% | +94.9% | +1,509.6% | +775.8% |
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