+132.2%
PSX vs TXT
+7.8%
+124.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -13.1% | -2.5% | -10.6% | -12.3% |
| 30D | -9.5% | +14.4% | -23.9% | -14.4% |
| 3M | +20.2% | -4.9% | +25.1% | +22.2% |
| 6M | +44.9% | -10.2% | +55.1% | +49.7% |
| YTD | +94.4% | -4.1% | +98.5% | +91.1% |
| 1Y | +83.1% | +4.0% | +79.1% | +71.5% |
| 3Y | +132.2% | +8.0% | +124.2% | +100.1% |
| All | +132.2% | +7.8% | +124.3% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling