+163.8%
ON vs TXT
+246.2%
-82.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -11.7% | -2.5% | -9.1% | -10.5% |
| 30D | -23.3% | +14.4% | -37.7% | -28.9% |
| 3M | -19.2% | -4.9% | -14.2% | -17.6% |
| 6M | -40.1% | -10.2% | -29.9% | -37.3% |
| YTD | +16.9% | -4.1% | +21.0% | +17.8% |
| 1Y | +29.7% | +4.0% | +25.8% | +25.5% |
| 3Y | -4.4% | +8.0% | -12.4% | -9.0% |
| 5Y | +7.1% | +8.4% | -1.4% | +4.1% |
| 10Y | +447.2% | +116.6% | +330.6% | +269.4% |
| All | +163.8% | +246.2% | -82.4% | +4.1% |
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 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