+70.3%
PR vs TXT
+103.6%
-33.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -0.1% |
| 7D | -9.5% | -1.1% | -8.4% | -8.9% |
| 30D | -5.7% | +17.1% | -22.8% | -15.9% |
| 3M | +3.0% | -2.6% | +5.6% | +3.3% |
| 6M | +11.8% | -4.6% | +16.4% | +11.7% |
| YTD | +58.5% | -0.3% | +58.8% | +50.5% |
| 1Y | +69.9% | +5.9% | +64.0% | +54.2% |
| 3Y | +84.9% | +14.4% | +70.5% | +54.0% |
| 5Y | +246.4% | +15.9% | +230.6% | +182.4% |
| 10Y | +70.3% | +99.6% | -29.3% | +44.2% |
| All | +70.3% | +103.6% | -33.4% | +44.2% |
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