-57.3%
PINS vs TXT
+14.6%
-71.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -9.4% | -0.8% | -8.6% | -9.0% |
| 30D | -10.2% | +13.4% | -23.6% | -16.6% |
| 3M | -19.0% | -2.5% | -16.5% | -18.4% |
| 6M | -7.4% | -6.2% | -1.2% | -5.5% |
| YTD | -25.7% | -1.3% | -24.4% | -28.0% |
| 1Y | -29.7% | +4.3% | -34.0% | -34.5% |
| 3Y | -38.1% | +13.2% | -51.3% | -48.4% |
| 5Y | -57.3% | +12.4% | -69.7% | -67.3% |
| All | -57.3% | +14.6% | -71.9% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling