-7.5%
MSCI vs TXT
+10.4%
-17.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -4.8% | +5.2% | +2.4% |
| 30D | +0.6% | -10.6% | +11.2% | +5.3% |
| 3M | -7.1% | -13.2% | +6.1% | -2.1% |
| 6M | +0.8% | -20.3% | +21.2% | +9.9% |
| YTD | +1.0% | -9.3% | +10.2% | +2.6% |
| 1Y | +4.3% | -2.7% | +7.0% | +1.9% |
| 3Y | +9.9% | +1.4% | +8.6% | +0.2% |
| All | -7.5% | +10.4% | -17.9% | -22.8% |
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