+26.8%
PL vs TXT
+38.2%
-11.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.4% | +11.8% |
| 7D | -6.8% | -2.5% | -4.3% | -5.2% |
| 30D | -29.3% | +14.4% | -43.7% | -36.9% |
| 3M | -44.8% | -4.9% | -39.8% | -43.3% |
| 6M | -68.4% | -10.2% | -58.2% | -66.2% |
| YTD | -36.4% | -4.1% | -32.3% | -36.5% |
| 1Y | +0.7% | +4.0% | -3.2% | -5.4% |
| 3Y | +455.3% | +8.0% | +447.4% | +414.0% |
| 5Y | +22.7% | +8.4% | +14.2% | +7.8% |
| All | +26.8% | +38.2% | -11.4% | +11.1% |
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