+221.7%
PR vs TXT
+7.8%
+214.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | -16.4% | -2.5% | -13.9% | -15.3% |
| 30D | -1.9% | +14.4% | -16.3% | -9.6% |
| 3M | +8.0% | -4.9% | +12.9% | +10.0% |
| 6M | +4.1% | -10.2% | +14.3% | +8.2% |
| YTD | +58.7% | -4.1% | +62.8% | +54.7% |
| 1Y | +75.8% | +4.0% | +71.9% | +61.6% |
| 3Y | +73.2% | +8.0% | +65.2% | +47.1% |
| All | +221.7% | +7.8% | +214.0% | +173.6% |
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