+33.8%
Q vs TXT
+2.5%
+31.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.3% |
| 7D | +11.5% | -1.1% | +12.6% | +11.9% |
| 30D | -0.2% | +13.3% | -13.4% | -5.7% |
| 3M | -13.6% | -5.1% | -8.5% | -10.9% |
| 6M | -27.0% | -7.1% | -19.9% | -24.2% |
| YTD | +50.5% | -3.2% | +53.8% | +53.3% |
| 1Y | +33.8% | +2.3% | +31.4% | +26.6% |
| All | +33.8% | +2.5% | +31.3% | +26.6% |
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