+361.6%
PSX vs TXT
+89.4%
+272.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.2% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | -10.9% | +13.3% | -24.2% | -17.5% |
| 3M | +14.5% | -5.0% | +19.4% | +16.5% |
| 6M | +56.1% | -8.4% | +64.5% | +60.2% |
| YTD | +109.6% | -4.0% | +113.6% | +106.4% |
| 1Y | +95.5% | +2.8% | +92.7% | +84.9% |
| 3Y | +156.2% | +10.3% | +145.9% | +127.6% |
| 5Y | +310.0% | +9.2% | +300.8% | +254.4% |
| All | +361.6% | +89.4% | +272.2% | +152.9% |
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 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