+209.9%
ON vs TXT
+227.6%
-17.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | -4.8% | +7.2% | +5.0% |
| 30D | -3.3% | -10.6% | +7.3% | +2.5% |
| 3M | -43.6% | -13.2% | -30.4% | -39.6% |
| 6M | +19.0% | -20.3% | +39.3% | +33.5% |
| YTD | +37.4% | -9.3% | +46.6% | +43.4% |
| 1Y | +54.8% | -2.7% | +57.5% | +55.9% |
| 3Y | -25.2% | +1.4% | -26.5% | -26.0% |
| 5Y | +62.7% | +9.6% | +53.2% | +58.6% |
| 10Y | +574.3% | +94.9% | +479.4% | +381.9% |
| All | +209.9% | +227.6% | -17.7% | +26.6% |
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