+836.5%
PM vs TXT
+78.3%
+758.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -7.1% | -0.8% | -6.2% | -6.9% |
| 30D | -2.8% | +13.4% | -16.2% | -5.1% |
| 3M | +6.3% | -2.5% | +8.9% | +6.6% |
| 6M | +9.6% | -6.2% | +15.8% | +10.5% |
| YTD | +25.6% | -1.3% | +26.9% | +25.1% |
| 1Y | +29.7% | +4.3% | +25.3% | +27.8% |
| 3Y | +147.6% | +13.2% | +134.3% | +137.0% |
| 5Y | +160.1% | +12.4% | +147.7% | +146.4% |
| 10Y | +260.9% | +94.8% | +166.1% | +192.9% |
| All | +836.5% | +78.3% | +758.1% | +728.0% |
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 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