+561.8%
ON vs TXT
+98.4%
+463.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.9% |
| 7D | -2.2% | -0.2% | -1.9% | -2.0% |
| 30D | -12.4% | -11.1% | -1.4% | -4.7% |
| 3M | -41.2% | -13.0% | -28.2% | -35.6% |
| 6M | +25.0% | -16.2% | +41.2% | +41.1% |
| YTD | +31.3% | -8.7% | +40.0% | +38.1% |
| 1Y | +45.4% | -3.8% | +49.2% | +47.1% |
| 3Y | -27.4% | +5.5% | -32.9% | -32.2% |
| 5Y | +58.5% | +12.3% | +46.2% | +44.6% |
| 10Y | +561.8% | +97.4% | +464.4% | +329.3% |
| All | +561.8% | +98.4% | +463.4% | +329.3% |
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