+169.5%
PR vs TXT
+110.8%
+58.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.9% | -4.8% | +7.7% | +6.1% |
| 30D | +18.0% | -10.6% | +28.7% | +26.4% |
| 3M | +16.9% | -13.2% | +30.0% | +25.8% |
| 6M | +28.2% | -20.3% | +48.6% | +44.2% |
| YTD | +69.3% | -9.3% | +78.6% | +73.0% |
| 1Y | +69.5% | -2.7% | +72.2% | +63.9% |
| 3Y | +81.7% | +1.4% | +80.3% | +66.8% |
| 5Y | +422.2% | +9.6% | +412.7% | +349.4% |
| 10Y | +110.4% | +94.9% | +15.5% | +86.1% |
| All | +169.5% | +110.8% | +58.7% | +138.5% |
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 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