+176.6%
P vs TXT
+7.8%
+168.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.3% |
| 7D | -23.8% | -2.5% | -21.3% | -23.1% |
| 30D | -36.6% | +14.4% | -51.0% | -40.4% |
| 3M | +10.9% | -4.9% | +15.8% | +13.1% |
| 6M | +30.0% | -10.2% | +40.2% | +35.5% |
| YTD | +44.4% | -4.1% | +48.5% | +43.8% |
| 1Y | +3.9% | +4.0% | 0.0% | -1.5% |
| 3Y | +176.6% | +8.0% | +168.6% | +153.0% |
| All | +176.6% | +7.8% | +168.8% | +153.0% |
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