+29.7%
Q vs TXT
-2.0%
+31.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +6.7% | -0.2% | +7.0% | +6.9% |
| 30D | -10.6% | -11.1% | +0.5% | -5.3% |
| 3M | -14.6% | -13.0% | -1.6% | -9.0% |
| 6M | +12.1% | -16.2% | +28.3% | +19.9% |
| YTD | +51.3% | -8.7% | +60.0% | +58.8% |
| All | +29.7% | -2.0% | +31.7% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling