+38.1%
O vs TXT
+7.8%
+30.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +3.7% | -2.5% | +6.2% | +4.1% |
| 30D | +11.2% | +14.4% | -3.2% | +8.8% |
| 3M | -4.0% | -4.9% | +0.9% | -3.4% |
| 6M | -5.2% | -10.2% | +5.0% | -4.0% |
| YTD | +9.5% | -4.1% | +13.6% | +9.7% |
| 1Y | +10.6% | +4.0% | +6.6% | +9.5% |
| 3Y | +38.1% | +8.0% | +30.2% | +31.9% |
| All | +38.1% | +7.8% | +30.3% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling