+693.5%
P vs TXT
+97.6%
+596.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | -4.8% | +11.3% | +9.2% |
| 30D | +18.8% | -10.6% | +29.4% | +25.8% |
| 3M | +26.7% | -13.2% | +39.9% | +35.7% |
| 6M | +62.2% | -20.3% | +82.5% | +80.7% |
| YTD | +48.5% | -9.3% | +57.8% | +53.4% |
| 1Y | +26.4% | -2.7% | +29.1% | +25.2% |
| 3Y | +159.4% | +1.4% | +158.0% | +146.8% |
| 5Y | +275.8% | +9.6% | +266.2% | +238.2% |
| All | +693.5% | +97.6% | +596.0% | +419.5% |
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