+572.2%
PBR vs TXT
+10.7%
+561.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | +4.2% | -0.2% | +4.5% | +4.3% |
| 30D | +22.7% | -10.2% | +33.0% | +25.4% |
| 3M | +21.5% | -13.3% | +34.8% | +24.6% |
| 6M | +24.0% | -14.4% | +38.3% | +27.2% |
| YTD | +88.2% | -9.1% | +97.3% | +89.3% |
| 1Y | +74.8% | -2.2% | +77.0% | +72.0% |
| 3Y | +105.1% | +5.1% | +100.1% | +92.9% |
| 5Y | +572.2% | +12.8% | +559.4% | +496.3% |
| All | +572.2% | +10.7% | +561.5% | +496.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling