+2,327.9%
NDAQ vs TXT
+307.7%
+2,020.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.4% | -4.8% | +2.3% | -0.8% |
| 30D | +2.5% | -10.6% | +13.1% | +6.4% |
| 3M | +9.9% | -13.2% | +23.1% | +14.9% |
| 6M | +9.4% | -20.3% | +29.8% | +17.3% |
| YTD | +0.4% | -9.3% | +9.7% | +2.5% |
| 1Y | +4.0% | -2.7% | +6.7% | +3.3% |
| 3Y | +94.4% | +1.4% | +93.0% | +87.3% |
| 5Y | +56.7% | +9.6% | +47.2% | +44.3% |
| 10Y | +375.3% | +94.9% | +280.4% | +222.9% |
| All | +2,327.9% | +307.7% | +2,020.2% | +1,262.4% |
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