+23.1%
Q vs TXT
+2.9%
+20.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.1% |
| 7D | +0.3% | -2.5% | +2.8% | +1.2% |
| 30D | -9.8% | +14.4% | -24.2% | -15.3% |
| 3M | -12.2% | -4.9% | -7.3% | -9.7% |
| 6M | -21.6% | -10.2% | -11.4% | -17.4% |
| YTD | +43.6% | -4.1% | +47.7% | +47.6% |
| 1Y | +25.7% | +4.0% | +21.7% | +20.6% |
| All | +23.1% | +2.9% | +20.1% | +18.1% |
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 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