+1,082.7%
MOD vs TXT
+8.5%
+1,074.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.6% | +28.5% |
| 7D | +40.4% | +0.1% | +40.3% | +40.1% |
| 30D | -14.0% | +13.3% | -27.4% | -23.9% |
| 3M | -33.3% | -5.0% | -28.4% | -31.6% |
| 6M | -51.4% | -8.4% | -43.0% | -48.5% |
| YTD | +1.6% | -4.0% | +5.6% | +3.6% |
| 1Y | +5.4% | +2.8% | +2.6% | +1.1% |
| 3Y | +191.0% | +10.3% | +180.7% | +159.5% |
| All | +1,082.7% | +8.5% | +1,074.2% | +920.9% |
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