+821.1%
PM vs TXT
+77.2%
+743.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.8% |
| 7D | -7.3% | -3.5% | -3.8% | -6.7% |
| 30D | -4.0% | +15.2% | -19.2% | -6.5% |
| 3M | +2.7% | -4.5% | +7.2% | +3.4% |
| 6M | +14.9% | -6.1% | +21.0% | +15.7% |
| YTD | +23.5% | -2.0% | +25.5% | +23.2% |
| 1Y | +30.4% | +4.2% | +26.1% | +28.5% |
| 3Y | +143.2% | +14.4% | +128.8% | +132.4% |
| 5Y | +159.5% | +12.3% | +147.1% | +145.8% |
| 10Y | +234.7% | +101.8% | +132.8% | +170.1% |
| All | +821.1% | +77.2% | +743.8% | +715.3% |
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