+1,449.6%
NET vs TXT
+55.5%
+1,394.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | -4.8% | -2.2% | -5.6% |
| 30D | -4.8% | -10.6% | +5.8% | -1.5% |
| 3M | +3.8% | -13.2% | +17.0% | +8.1% |
| 6M | +50.0% | -20.3% | +70.4% | +59.6% |
| YTD | +41.5% | -9.3% | +50.7% | +44.1% |
| 1Y | +32.8% | -2.7% | +35.5% | +32.3% |
| 3Y | +335.9% | +1.4% | +334.5% | +323.4% |
| 5Y | +113.8% | +9.6% | +104.3% | +102.3% |
| All | +1,449.6% | +55.5% | +1,394.1% | +1,595.9% |
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