+2,417.1%
MSCI vs TXT
+28.8%
+2,388.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.4% | -4.8% | +5.2% | +2.0% |
| 30D | +0.6% | -10.6% | +11.2% | +4.3% |
| 3M | -7.1% | -13.2% | +6.1% | -3.1% |
| 6M | +0.8% | -20.3% | +21.2% | +7.8% |
| YTD | +1.0% | -9.3% | +10.2% | +2.8% |
| 1Y | +4.3% | -2.7% | +7.0% | +3.5% |
| 3Y | +9.9% | +1.4% | +8.6% | +5.9% |
| 5Y | -6.8% | +9.6% | -16.3% | -12.8% |
| 10Y | +614.7% | +94.9% | +519.8% | +408.6% |
| All | +2,417.1% | +28.8% | +2,388.4% | +2,398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling