+652.6%
P vs TXT
+103.6%
+549.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.7% |
| 7D | -13.3% | -1.1% | -12.3% | -12.7% |
| 30D | -34.0% | +17.1% | -51.1% | -39.4% |
| 3M | +4.1% | -2.6% | +6.7% | +4.7% |
| 6M | +30.5% | -4.6% | +35.0% | +32.2% |
| YTD | +52.2% | -0.3% | +52.5% | +48.8% |
| 1Y | +10.3% | +5.9% | +4.4% | +4.1% |
| 3Y | +180.9% | +14.4% | +166.5% | +149.9% |
| 5Y | +259.7% | +15.9% | +243.9% | +212.7% |
| 10Y | +652.6% | +99.6% | +553.0% | +475.2% |
| All | +652.6% | +103.6% | +549.0% | +475.2% |
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