+11.1%
PL vs TXT
+11.0%
+0.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -8.8% |
| 7D | -20.5% | -2.5% | -18.0% | -18.8% |
| 30D | -38.8% | +12.8% | -51.6% | -45.2% |
| 3M | -49.1% | -3.6% | -45.5% | -48.1% |
| 6M | -69.4% | -6.9% | -62.4% | -68.0% |
| YTD | -42.3% | -2.2% | -40.2% | -43.5% |
| 1Y | -14.2% | +6.3% | -20.5% | -21.6% |
| 3Y | +398.7% | +10.3% | +388.4% | +345.8% |
| 5Y | +11.1% | +10.6% | +0.5% | -4.0% |
| All | +11.1% | +11.0% | +0.1% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling