+1,091.2%
PSX vs TXT
+229.9%
+861.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | -7.8% | -1.1% | -6.8% | -7.3% |
| 30D | -9.9% | +17.1% | -26.9% | -17.4% |
| 3M | +16.9% | -2.6% | +19.6% | +17.5% |
| 6M | +48.0% | -4.6% | +52.5% | +48.5% |
| YTD | +98.3% | -0.3% | +98.7% | +92.4% |
| 1Y | +86.2% | +5.9% | +80.3% | +74.7% |
| 3Y | +144.0% | +14.4% | +129.6% | +116.3% |
| 5Y | +287.7% | +15.9% | +271.9% | +231.9% |
| 10Y | +338.3% | +99.6% | +238.7% | +158.7% |
| All | +1,091.2% | +229.9% | +861.3% | +420.7% |
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