+84.5%
PR vs TXT
+89.4%
-5.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | +6.0% | +0.1% | +5.8% | +5.8% |
| 30D | -4.2% | +13.3% | -17.5% | -12.8% |
| 3M | +10.0% | -5.0% | +14.9% | +12.0% |
| 6M | +15.6% | -8.4% | +24.0% | +18.5% |
| YTD | +68.2% | -4.0% | +72.2% | +63.5% |
| 1Y | +79.2% | +2.8% | +76.4% | +65.6% |
| 3Y | +94.9% | +10.3% | +84.6% | +66.1% |
| 5Y | +272.8% | +9.2% | +263.6% | +216.2% |
| All | +84.5% | +89.4% | -5.0% | +56.5% |
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