+211.8%
PM vs TXT
+100.3%
+111.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -0.2% | -10.4% | +10.3% | +2.3% |
| 3M | +4.9% | -14.3% | +19.3% | +8.3% |
| 6M | +9.0% | -15.1% | +24.1% | +12.6% |
| YTD | +17.8% | -8.3% | +26.1% | +19.3% |
| 1Y | +16.8% | -0.7% | +17.5% | +15.9% |
| 3Y | +125.4% | +6.0% | +119.5% | +115.8% |
| 5Y | +128.7% | +12.5% | +116.2% | +111.6% |
| 10Y | +211.8% | +103.2% | +108.6% | +119.2% |
| All | +211.8% | +100.3% | +111.6% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling