+966.8%
MOD vs TXT
+115.3%
+851.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.6% | +8.1% |
| 7D | -13.9% | -3.5% | -10.4% | -11.2% |
| 30D | -41.5% | +15.2% | -56.7% | -48.5% |
| 3M | -45.7% | -4.5% | -41.3% | -44.7% |
| 6M | -61.1% | -6.1% | -55.0% | -59.8% |
| YTD | -20.5% | -2.0% | -18.5% | -20.3% |
| 1Y | -32.1% | +4.2% | -36.3% | -35.2% |
| 3Y | +146.5% | +14.4% | +132.1% | +117.5% |
| 5Y | +812.7% | +12.3% | +800.4% | +711.7% |
| 10Y | +966.8% | +101.8% | +865.0% | +370.5% |
| All | +966.8% | +115.3% | +851.5% | +370.5% |
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