+32.8%
PM vs TXT
+1.6%
+31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.2% | +13.3% | -16.6% | -4.7% |
| 3M | +6.2% | -5.0% | +11.2% | +6.7% |
| 6M | +7.7% | -8.4% | +16.1% | +8.3% |
| YTD | +27.3% | -4.0% | +31.2% | +26.9% |
| 1Y | +32.8% | +2.8% | +30.0% | +32.4% |
| All | +32.8% | +1.6% | +31.2% | +32.4% |
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