+415.3%
PR vs TXT
+10.4%
+404.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.9% | -4.8% | +7.7% | +5.7% |
| 30D | +18.0% | -10.6% | +28.7% | +25.4% |
| 3M | +16.9% | -13.2% | +30.0% | +24.8% |
| 6M | +28.2% | -20.3% | +48.6% | +43.0% |
| YTD | +69.3% | -9.3% | +78.6% | +71.5% |
| 1Y | +69.5% | -2.7% | +72.2% | +62.3% |
| 3Y | +81.7% | +1.4% | +80.3% | +61.5% |
| All | +415.3% | +10.4% | +404.9% | +320.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling