+102.3%
MTB vs TXT
+12.9%
+89.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | -4.2% | -11.1% | +6.9% | +2.2% |
| 3M | +7.8% | -13.0% | +20.8% | +15.5% |
| 6M | +14.8% | -16.2% | +31.0% | +25.3% |
| YTD | +20.8% | -8.7% | +29.5% | +24.7% |
| 1Y | +23.1% | -3.8% | +26.9% | +22.8% |
| 3Y | +114.8% | +5.5% | +109.3% | +98.3% |
| All | +102.3% | +12.9% | +89.4% | +77.7% |
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 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