+83.0%
PL vs TXT
+30.8%
+52.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -4.8% | -4.5% | -5.8% |
| 30D | -18.9% | -10.6% | -8.3% | -11.6% |
| 3M | -58.4% | -13.2% | -45.2% | -53.9% |
| 6M | -30.3% | -20.3% | -10.0% | -17.3% |
| YTD | -8.1% | -9.3% | +1.1% | -3.2% |
| 1Y | +180.5% | -2.7% | +183.2% | +181.6% |
| 3Y | +444.1% | +1.4% | +442.8% | +434.9% |
| 5Y | +83.0% | +9.6% | +73.5% | +69.7% |
| All | +83.0% | +30.8% | +52.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling