+469.3%
NDAQ vs TXT
+115.3%
+353.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.6% |
| 7D | -0.1% | -3.5% | +3.4% | +1.0% |
| 30D | +15.9% | +15.2% | +0.7% | +10.7% |
| 3M | +15.1% | -4.5% | +19.6% | +16.3% |
| 6M | +22.9% | -6.1% | +29.0% | +24.2% |
| YTD | +12.8% | -2.0% | +14.8% | +11.8% |
| 1Y | +26.0% | +4.2% | +21.8% | +22.3% |
| 3Y | +119.7% | +14.4% | +105.3% | +103.3% |
| 5Y | +65.4% | +12.3% | +53.1% | +51.4% |
| 10Y | +469.3% | +101.8% | +367.4% | +310.8% |
| All | +469.3% | +115.3% | +353.9% | +310.8% |
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 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