+403.1%
PL vs TXT
+10.0%
+393.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -8.7% |
| 7D | -20.5% | -2.5% | -18.0% | -18.8% |
| 30D | -38.8% | +12.8% | -51.6% | -45.4% |
| 3M | -49.1% | -3.6% | -45.5% | -47.8% |
| 6M | -69.4% | -6.9% | -62.4% | -67.7% |
| YTD | -42.3% | -2.2% | -40.2% | -43.9% |
| 1Y | -14.2% | +6.3% | -20.5% | -23.2% |
| All | +403.1% | +10.0% | +393.1% | +337.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling