+3.8%
MSCI vs TXT
+7.8%
-3.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | +2.8% | -2.5% | +5.3% | +3.9% |
| 30D | +15.4% | +14.4% | +1.0% | +8.8% |
| 3M | +13.4% | -4.9% | +18.3% | +15.3% |
| 6M | +10.9% | -10.2% | +21.1% | +14.8% |
| YTD | +13.0% | -4.1% | +17.1% | +11.7% |
| 1Y | +12.0% | +4.0% | +8.1% | +6.2% |
| 3Y | +34.1% | +8.0% | +26.1% | +18.0% |
| All | +3.8% | +7.8% | -3.9% | -13.1% |
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