+22,650.5%
PH vs TXT
+2,193.3%
+20,457.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.8% |
| 7D | +2.0% | -2.5% | +4.5% | +3.2% |
| 30D | -3.7% | +14.4% | -18.1% | -9.7% |
| 3M | -14.0% | -4.9% | -9.1% | -12.5% |
| 6M | +2.1% | -10.2% | +12.3% | +6.3% |
| YTD | +5.1% | -4.1% | +9.2% | +5.6% |
| 1Y | +10.9% | +4.0% | +7.0% | +7.4% |
| 3Y | +132.9% | +8.0% | +125.0% | +120.6% |
| 5Y | +200.1% | +8.4% | +191.6% | +183.0% |
| 10Y | +783.8% | +116.6% | +667.2% | +503.3% |
| All | +22,650.5% | +2,193.3% | +20,457.2% | +5,609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling