+5,283.0%
O vs TXT
+917.9%
+4,365.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | +3.3% | -3.5% | +6.9% | +4.4% |
| 30D | +10.3% | +15.2% | -4.8% | +5.8% |
| 3M | -3.5% | -4.5% | +1.0% | -2.5% |
| 6M | -1.3% | -6.1% | +4.8% | -0.2% |
| YTD | +10.3% | -2.0% | +12.3% | +9.8% |
| 1Y | +10.4% | +4.2% | +6.2% | +7.9% |
| 3Y | +40.0% | +14.4% | +25.6% | +30.7% |
| 5Y | +12.4% | +12.3% | 0.0% | +3.6% |
| 10Y | +78.2% | +101.8% | -23.6% | +29.2% |
| All | +5,283.0% | +917.9% | +4,365.1% | +2,204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling