+77.5%
O vs TXT
+90.9%
-13.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +8.3% | +13.3% | -5.0% | +4.1% |
| 3M | -4.0% | -5.1% | +1.2% | -2.8% |
| 6M | -2.6% | -7.1% | +4.5% | -1.2% |
| YTD | +9.9% | -3.2% | +13.1% | +9.7% |
| 1Y | +9.8% | +2.3% | +7.5% | +7.7% |
| 3Y | +39.7% | +11.1% | +28.7% | +30.5% |
| 5Y | +9.2% | +10.0% | -0.9% | +0.2% |
| All | +77.5% | +90.9% | -13.4% | +18.1% |
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