+147.8%
PR vs TXT
+127.3%
+20.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -3.8% |
| 7D | -16.5% | -2.5% | -14.0% | -15.3% |
| 30D | -4.5% | +12.8% | -17.4% | -12.4% |
| 3M | +8.5% | -3.6% | +12.2% | +9.7% |
| 6M | -3.3% | -6.9% | +3.6% | -1.8% |
| YTD | +55.7% | -2.2% | +57.9% | +50.1% |
| 1Y | +82.0% | +6.3% | +75.8% | +65.5% |
| 3Y | +62.5% | +10.3% | +52.2% | +40.1% |
| 5Y | +223.9% | +10.6% | +213.3% | +175.7% |
| 10Y | +64.2% | +121.0% | -56.8% | +37.3% |
| All | +147.8% | +127.3% | +20.5% | +106.9% |
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