+820.4%
MSCI vs TXT
+98.8%
+721.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | +16.5% | +13.4% | +3.1% | +11.2% |
| 3M | +18.2% | -2.5% | +20.7% | +18.8% |
| 6M | +14.0% | -6.2% | +20.2% | +15.5% |
| YTD | +16.6% | -1.3% | +17.9% | +14.9% |
| 1Y | +14.8% | +4.3% | +10.5% | +10.8% |
| 3Y | +33.3% | +13.2% | +20.0% | +22.0% |
| 5Y | +9.1% | +12.4% | -3.3% | -0.9% |
| 10Y | +820.4% | +94.8% | +725.6% | +602.6% |
| All | +820.4% | +98.8% | +721.5% | +602.6% |
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