+13.7%
O vs TXT
+12.6%
+1.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -2.0% | -11.1% | +9.1% | +0.5% |
| 3M | +3.0% | -13.0% | +16.0% | +5.8% |
| 6M | -3.6% | -16.2% | +12.6% | -0.3% |
| YTD | +12.1% | -8.7% | +20.8% | +13.6% |
| 1Y | +8.9% | -3.8% | +12.7% | +8.9% |
| 3Y | +30.3% | +5.5% | +24.8% | +24.8% |
| 5Y | +13.7% | +12.3% | +1.4% | +5.1% |
| All | +13.7% | +12.6% | +1.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling