+180.9%
P vs TXT
+15.4%
+165.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | -13.3% | -1.1% | -12.3% | -12.9% |
| 30D | -34.0% | +17.1% | -51.1% | -38.4% |
| 3M | +4.1% | -2.6% | +6.7% | +5.2% |
| 6M | +30.5% | -4.6% | +35.0% | +32.7% |
| YTD | +52.2% | -0.3% | +52.5% | +49.3% |
| 1Y | +10.3% | +5.9% | +4.4% | +4.2% |
| 3Y | +180.9% | +14.4% | +166.5% | +159.6% |
| All | +180.9% | +15.4% | +165.4% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling