+44.8%
PL vs TXT
+42.2%
+2.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +13.4% | -0.8% | +14.2% | +14.2% |
| 30D | -10.2% | +13.4% | -23.6% | -19.0% |
| 3M | -39.5% | -2.5% | -36.9% | -38.9% |
| 6M | -65.7% | -6.2% | -59.5% | -64.5% |
| YTD | -27.3% | -1.3% | -25.9% | -28.9% |
| 1Y | +15.0% | +4.3% | +10.7% | +8.0% |
| 3Y | +560.8% | +13.2% | +547.6% | +491.9% |
| 5Y | +38.4% | +12.4% | +26.0% | +19.3% |
| All | +44.8% | +42.2% | +2.7% | +24.5% |
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