+164.5%
PEG vs TXT
+98.8%
+65.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +5.0% | +13.4% | -8.4% | +1.7% |
| 3M | -0.3% | -2.5% | +2.2% | +0.1% |
| 6M | -2.7% | -6.2% | +3.5% | -1.6% |
| YTD | -5.1% | -1.3% | -3.7% | -5.7% |
| 1Y | -8.3% | +4.3% | -12.6% | -10.2% |
| 3Y | +33.0% | +13.2% | +19.8% | +25.4% |
| 5Y | +41.3% | +12.4% | +28.9% | +31.1% |
| 10Y | +164.5% | +94.8% | +69.8% | +91.2% |
| All | +164.5% | +98.8% | +65.7% | +91.2% |
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