+148.7%
PEG vs TXT
+100.3%
+48.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -1.7% | -10.4% | +8.7% | +0.8% |
| 3M | -6.8% | -14.3% | +7.6% | -3.6% |
| 6M | -11.4% | -15.1% | +3.7% | -8.3% |
| YTD | -7.2% | -8.3% | +1.1% | -6.0% |
| 1Y | -6.1% | -0.7% | -5.4% | -6.9% |
| 3Y | +31.8% | +6.0% | +25.8% | +26.4% |
| 5Y | +35.6% | +12.5% | +23.1% | +25.9% |
| 10Y | +148.7% | +103.2% | +45.5% | +78.2% |
| All | +148.7% | +100.3% | +48.4% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling