+1,112.1%
PSX vs TXT
+200.4%
+911.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +4.5% | -4.8% | +9.3% | +7.1% |
| 30D | +26.6% | -10.6% | +37.2% | +33.8% |
| 3M | +39.3% | -13.2% | +52.4% | +48.1% |
| 6M | +56.8% | -20.3% | +77.2% | +72.9% |
| YTD | +101.8% | -9.3% | +111.1% | +106.9% |
| 1Y | +99.6% | -2.7% | +102.3% | +96.1% |
| 3Y | +140.3% | +1.4% | +139.0% | +128.0% |
| 5Y | +339.3% | +9.6% | +329.8% | +289.2% |
| 10Y | +369.9% | +94.9% | +275.0% | +185.1% |
| All | +1,112.1% | +200.4% | +911.7% | +460.0% |
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