+1,530.3%
MOD vs TXT
+10.4%
+1,519.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +9.6% | -4.8% | +14.4% | +14.3% |
| 30D | 0.0% | -10.6% | +10.6% | +10.1% |
| 3M | -35.4% | -13.2% | -22.2% | -27.0% |
| 6M | -7.3% | -20.3% | +13.1% | +13.5% |
| YTD | +45.8% | -9.3% | +55.1% | +59.0% |
| 1Y | +43.1% | -2.7% | +45.8% | +46.7% |
| 3Y | +297.7% | +1.4% | +296.3% | +289.3% |
| All | +1,530.3% | +10.4% | +1,519.9% | +1,329.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling