+17.4%
PM vs TXT
-1.0%
+18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -4.8% | -0.1% | -4.5% |
| 30D | -3.4% | -10.6% | +7.2% | -2.6% |
| 3M | +5.2% | -13.2% | +18.4% | +6.0% |
| 6M | +3.7% | -20.3% | +24.1% | +4.8% |
| YTD | +15.8% | -9.3% | +25.0% | +17.4% |
| 1Y | +17.4% | -2.7% | +20.1% | +21.0% |
| All | +17.4% | -1.0% | +18.4% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling