-29.1%
PINS vs TXT
+1.6%
-30.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -12.0% | -4.8% | -7.3% | -10.4% |
| 30D | -12.7% | -10.6% | -2.1% | -9.0% |
| 3M | -5.5% | -13.2% | +7.7% | -1.0% |
| 6M | +5.3% | -20.3% | +25.6% | +13.8% |
| YTD | -21.2% | -9.3% | -12.0% | -20.4% |
| 1Y | -45.0% | -2.7% | -42.4% | -46.6% |
| All | -29.1% | +1.6% | -30.7% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling