+169.2%
MTB vs TXT
+103.1%
+66.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -4.6% | -10.2% | +5.6% | +1.9% |
| 3M | +7.4% | -13.3% | +20.7% | +16.2% |
| 6M | +18.7% | -14.4% | +33.0% | +28.9% |
| YTD | +21.1% | -9.1% | +30.2% | +25.9% |
| 1Y | +24.1% | -2.2% | +26.2% | +22.8% |
| 3Y | +115.3% | +5.1% | +110.3% | +99.7% |
| 5Y | +106.0% | +12.8% | +93.2% | +78.1% |
| All | +169.2% | +103.1% | +66.1% | +39.9% |
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