-33.5%
MOD vs TXT
+4.2%
-37.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.6% | +8.4% |
| 7D | -13.9% | -3.5% | -10.4% | -11.7% |
| 30D | -41.5% | +15.2% | -56.7% | -47.6% |
| 3M | -45.7% | -4.5% | -41.3% | -42.4% |
| 6M | -61.1% | -6.1% | -55.0% | -57.9% |
| YTD | -20.5% | -2.0% | -18.5% | -17.2% |
| All | -33.5% | +4.2% | -37.7% | -37.3% |
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