+906.4%
MOD vs TXT
+112.2%
+794.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.3% |
| 7D | -25.5% | -2.5% | -23.0% | -24.0% |
| 30D | -49.0% | +14.4% | -63.4% | -54.9% |
| 3M | -49.8% | -4.9% | -44.9% | -48.8% |
| 6M | -64.8% | -10.2% | -54.6% | -62.3% |
| YTD | -27.6% | -4.1% | -23.5% | -26.3% |
| 1Y | -35.2% | +4.0% | -39.2% | -38.1% |
| 3Y | +137.1% | +8.0% | +129.2% | +118.6% |
| 5Y | +760.3% | +8.4% | +751.9% | +685.3% |
| All | +906.4% | +112.2% | +794.2% | +352.5% |
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