+66.4%
PBR vs TXT
+10.4%
+56.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.0% | +0.1% | -1.2% | -1.0% |
| 30D | -29.3% | +13.3% | -42.6% | -30.2% |
| 3M | +5.5% | -5.0% | +10.5% | +6.4% |
| 6M | -2.9% | -8.4% | +5.5% | -1.9% |
| YTD | +61.5% | -4.0% | +65.4% | +60.3% |
| 1Y | +46.9% | +2.8% | +44.1% | +43.1% |
| 3Y | +66.4% | +10.3% | +56.2% | +50.1% |
| All | +66.4% | +10.4% | +56.0% | +50.1% |
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