+112.5%
NET vs TXT
+10.4%
+102.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -7.0% | -4.8% | -2.2% | -3.7% |
| 30D | -4.8% | -10.6% | +5.8% | +3.2% |
| 3M | +3.8% | -13.2% | +17.0% | +13.9% |
| 6M | +50.0% | -20.3% | +70.4% | +73.3% |
| YTD | +41.5% | -9.3% | +50.7% | +45.5% |
| 1Y | +32.8% | -2.7% | +35.5% | +28.2% |
| 3Y | +335.9% | +1.4% | +334.5% | +272.9% |
| All | +112.5% | +10.4% | +102.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling