-35.5%
PINS vs TXT
+9.2%
-44.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.2% |
| 7D | +1.4% | +10.6% | -9.2% | +2.2% |
| 30D | +5.8% | +14.4% | -8.6% | +6.6% |
| 3M | -17.0% | -2.7% | -14.3% | -16.5% |
| 6M | +1.8% | -4.7% | +6.4% | +1.9% |
| YTD | -18.0% | -0.5% | -17.5% | -18.0% |
| 1Y | -35.5% | +8.7% | -44.3% | -37.4% |
| All | -35.5% | +9.2% | -44.7% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling