+103.0%
PSX vs TXT
-3.0%
+106.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.8% | +0.8% | +1.0% | +1.8% |
| 30D | +21.6% | -10.4% | +32.1% | +21.7% |
| 3M | +46.5% | -14.3% | +60.8% | +46.8% |
| 6M | +62.0% | -15.1% | +77.1% | +63.2% |
| YTD | +106.3% | -8.3% | +114.6% | +102.5% |
| 1Y | +103.0% | -0.7% | +103.7% | +100.6% |
| All | +103.0% | -3.0% | +106.0% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling