+55.3%
O vs TXT
+100.3%
-45.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -2.4% | -10.4% | +8.0% | +0.7% |
| 3M | -0.6% | -14.3% | +13.8% | +3.6% |
| 6M | -5.0% | -15.1% | +10.1% | -0.9% |
| YTD | +10.4% | -8.3% | +18.7% | +12.3% |
| 1Y | +6.6% | -0.7% | +7.3% | +5.6% |
| 3Y | +28.4% | +6.0% | +22.4% | +21.9% |
| 5Y | +15.3% | +12.5% | +2.8% | +5.0% |
| 10Y | +55.3% | +103.2% | -47.9% | +0.8% |
| All | +55.3% | +100.3% | -45.0% | +0.8% |
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