+2,666.5%
NDAQ vs TXT
+347.8%
+2,318.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.8% |
| 7D | +2.9% | -1.1% | +3.9% | +3.2% |
| 30D | +17.5% | +17.1% | +0.4% | +10.9% |
| 3M | +15.4% | -2.6% | +18.1% | +16.0% |
| 6M | +24.6% | -4.6% | +29.2% | +25.4% |
| YTD | +14.4% | -0.3% | +14.8% | +12.5% |
| 1Y | +26.9% | +5.9% | +21.0% | +22.2% |
| 3Y | +119.8% | +14.4% | +105.4% | +102.5% |
| 5Y | +70.5% | +15.9% | +54.6% | +53.6% |
| 10Y | +475.8% | +99.6% | +376.2% | +287.6% |
| All | +2,666.5% | +347.8% | +2,318.7% | +1,396.7% |
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 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