+8,310.1%
MTB vs TXT
+2,070.1%
+6,240.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.7% | -4.8% | +6.5% | +3.6% |
| 30D | -4.2% | -10.6% | +6.4% | 0.0% |
| 3M | +8.9% | -13.2% | +22.0% | +14.4% |
| 6M | +10.9% | -20.3% | +31.2% | +20.2% |
| YTD | +21.5% | -9.3% | +30.7% | +25.0% |
| 1Y | +21.9% | -2.7% | +24.6% | +22.0% |
| 3Y | +109.2% | +1.4% | +107.9% | +105.2% |
| 5Y | +102.0% | +9.6% | +92.4% | +91.2% |
| 10Y | +171.9% | +94.9% | +77.0% | +105.2% |
| All | +8,310.1% | +2,070.1% | +6,240.0% | +3,334.6% |
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