+209.8%
RF vs TXT
+90.9%
+118.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +0.4% | -1.1% | +1.4% | +1.0% |
| 30D | +5.6% | +13.3% | -7.7% | -3.6% |
| 3M | -8.9% | -5.1% | -3.7% | -6.4% |
| 6M | +7.1% | -7.1% | +14.2% | +10.4% |
| YTD | +8.3% | -3.2% | +11.5% | +7.3% |
| 1Y | +16.8% | +2.3% | +14.5% | +11.3% |
| 3Y | +115.0% | +11.1% | +103.9% | +89.0% |
| 5Y | +46.4% | +10.0% | +36.4% | +27.2% |
| All | +209.8% | +90.9% | +118.9% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling