+1,381.0%
NET vs TXT
+70.5%
+1,310.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -16.4% | +10.6% | -27.0% | -19.1% |
| 30D | -25.8% | +14.4% | -40.2% | -29.0% |
| 3M | -11.5% | -2.7% | -8.8% | -11.1% |
| 6M | +18.9% | -4.7% | +23.6% | +19.8% |
| YTD | +35.2% | -0.5% | +35.7% | +33.4% |
| 1Y | +14.5% | +8.7% | +5.7% | +9.8% |
| 3Y | +313.8% | +12.1% | +301.7% | +288.1% |
| 5Y | +32.6% | +14.6% | +18.0% | +21.6% |
| All | +1,381.0% | +70.5% | +1,310.5% | +1,470.5% |
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