+11.4%
O vs TXT
+5.9%
+5.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +10.4% | +17.1% | -6.7% | +7.2% |
| 3M | -2.4% | -2.6% | +0.2% | -2.2% |
| 6M | -1.2% | -4.6% | +3.3% | -0.9% |
| YTD | +10.4% | -0.3% | +10.7% | +9.5% |
| 1Y | +11.4% | +5.9% | +5.5% | +9.7% |
| All | +11.4% | +5.9% | +5.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling