+231.7%
RF vs TXT
+98.8%
+132.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | -1.3% | -0.8% | -0.5% | -0.8% |
| 30D | +4.6% | +13.4% | -8.8% | -4.5% |
| 3M | -8.4% | -2.5% | -5.9% | -7.6% |
| 6M | +8.9% | -6.2% | +15.1% | +11.5% |
| YTD | +8.8% | -1.3% | +10.2% | +6.4% |
| 1Y | +18.9% | +4.3% | +14.6% | +11.8% |
| 3Y | +116.0% | +13.2% | +102.8% | +87.4% |
| 5Y | +46.0% | +12.4% | +33.7% | +25.0% |
| 10Y | +231.7% | +94.8% | +137.0% | +68.5% |
| All | +231.7% | +98.8% | +132.9% | +68.5% |
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