+40.4%
PL vs TXT
+39.5%
+0.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.7% |
| 7D | +22.3% | -1.1% | +23.3% | +23.2% |
| 30D | -8.3% | +13.3% | -21.6% | -17.3% |
| 3M | -43.3% | -5.1% | -38.1% | -41.5% |
| 6M | -65.8% | -7.1% | -58.7% | -64.4% |
| YTD | -29.5% | -3.2% | -26.3% | -30.0% |
| 1Y | +11.7% | +2.3% | +9.4% | +6.5% |
| 3Y | +540.6% | +11.1% | +529.5% | +482.1% |
| 5Y | +32.9% | +10.0% | +22.9% | +16.2% |
| All | +40.4% | +39.5% | +0.9% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling