+190.0%
ON vs TXT
+259.8%
-69.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.1% |
| 7D | -4.1% | -1.1% | -3.1% | -3.4% |
| 30D | -10.2% | +17.1% | -27.3% | -17.7% |
| 3M | -12.7% | -2.6% | -10.1% | -12.0% |
| 6M | -32.5% | -4.6% | -28.0% | -31.6% |
| YTD | +28.6% | -0.3% | +28.9% | +27.1% |
| 1Y | +43.4% | +5.9% | +37.5% | +37.5% |
| 3Y | +3.3% | +14.4% | -11.1% | -4.5% |
| 5Y | +22.5% | +15.9% | +6.6% | +15.2% |
| 10Y | +535.7% | +99.6% | +436.1% | +345.2% |
| All | +190.0% | +259.8% | -69.7% | +12.3% |
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 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