+32.3%
MSCI vs TXT
+15.4%
+16.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | +2.7% | -1.1% | +3.7% | +2.9% |
| 30D | +16.2% | +17.1% | -0.8% | +12.2% |
| 3M | +17.1% | -2.6% | +19.7% | +17.5% |
| 6M | +13.0% | -4.6% | +17.6% | +13.6% |
| YTD | +15.8% | -0.3% | +16.1% | +13.8% |
| 1Y | +15.5% | +5.9% | +9.6% | +11.2% |
| 3Y | +32.3% | +14.4% | +17.9% | +17.7% |
| All | +32.3% | +15.4% | +16.9% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling