+74.8%
PBR vs TXT
-1.4%
+76.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.0% |
| 7D | +4.2% | -0.2% | +4.5% | +4.2% |
| 30D | +22.7% | -10.2% | +33.0% | +21.3% |
| 3M | +21.5% | -13.3% | +34.8% | +19.9% |
| 6M | +24.0% | -14.4% | +38.3% | +22.8% |
| YTD | +88.2% | -9.1% | +97.3% | +83.4% |
| 1Y | +74.8% | -2.2% | +77.0% | +70.9% |
| All | +74.8% | -1.4% | +76.2% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling