+368.3%
NET vs TXT
+7.0%
+361.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.4% |
| 7D | +9.9% | +2.4% | +7.5% | +8.9% |
| 30D | -1.6% | -8.9% | +7.3% | +2.0% |
| 3M | +34.8% | -13.6% | +48.4% | +42.0% |
| 6M | +43.9% | -13.1% | +57.0% | +50.5% |
| YTD | +55.5% | -7.0% | +62.5% | +56.4% |
| 1Y | +36.5% | -1.4% | +37.9% | +32.9% |
| 3Y | +368.3% | +6.9% | +361.3% | +296.0% |
| All | +368.3% | +7.0% | +361.3% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling