-16.4%
PINS vs TXT
+46.8%
-63.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -12.0% | -4.8% | -7.3% | -9.9% |
| 30D | -12.7% | -10.6% | -2.1% | -7.9% |
| 3M | -5.5% | -13.2% | +7.7% | +0.5% |
| 6M | +5.3% | -20.3% | +25.6% | +15.8% |
| YTD | -21.2% | -9.3% | -12.0% | -19.3% |
| 1Y | -45.0% | -2.7% | -42.4% | -45.8% |
| 3Y | -26.2% | +1.4% | -27.6% | -30.3% |
| 5Y | -64.0% | +9.6% | -73.5% | -67.4% |
| All | -16.4% | +46.8% | -63.1% | -25.8% |
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