+32.6%
NET vs TXT
+13.1%
+19.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.7% |
| 7D | -16.4% | +10.6% | -27.0% | -22.8% |
| 30D | -25.8% | +14.4% | -40.2% | -33.3% |
| 3M | -11.5% | -2.7% | -8.8% | -10.7% |
| 6M | +18.9% | -4.7% | +23.6% | +20.5% |
| YTD | +35.2% | -0.5% | +35.7% | +28.7% |
| 1Y | +14.5% | +8.7% | +5.7% | +0.8% |
| 3Y | +313.8% | +12.1% | +301.7% | +222.1% |
| 5Y | +32.6% | +14.6% | +18.0% | -6.2% |
| All | +32.6% | +13.1% | +19.5% | -6.2% |
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