+1,067.6%
PSX vs TXT
+217.5%
+850.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.5% |
| 7D | -13.1% | -2.5% | -10.6% | -12.0% |
| 30D | -9.5% | +14.4% | -23.9% | -16.1% |
| 3M | +20.2% | -4.9% | +25.1% | +22.1% |
| 6M | +44.9% | -10.2% | +55.1% | +50.0% |
| YTD | +94.4% | -4.1% | +98.5% | +92.2% |
| 1Y | +83.1% | +4.0% | +79.1% | +73.2% |
| 3Y | +132.2% | +8.0% | +124.2% | +112.0% |
| 5Y | +278.8% | +8.4% | +270.4% | +235.7% |
| 10Y | +354.2% | +116.6% | +237.5% | +160.9% |
| All | +1,067.6% | +217.5% | +850.1% | +420.3% |
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