+200.5%
P vs TXT
+10.4%
+190.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | -23.7% | +13.3% | -37.0% | -28.0% |
| 3M | -8.0% | -5.0% | -3.0% | -6.1% |
| 6M | +27.9% | -8.4% | +36.3% | +32.1% |
| YTD | +61.2% | -4.0% | +65.1% | +60.3% |
| 1Y | +28.6% | +2.8% | +25.8% | +22.7% |
| 3Y | +200.5% | +10.3% | +190.2% | +182.1% |
| All | +200.5% | +10.4% | +190.1% | +182.1% |
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