-69.4%
PL vs TXT
-6.9%
-62.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -9.5% |
| 7D | -20.5% | -2.5% | -18.0% | -19.7% |
| 30D | -38.8% | +12.8% | -51.6% | -41.9% |
| 3M | -49.1% | -3.6% | -45.5% | -46.6% |
| 6M | -69.4% | -6.9% | -62.4% | -67.1% |
| All | -69.4% | -6.9% | -62.5% | -67.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling