+109.3%
RF vs TXT
+10.0%
+99.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.3% |
| 30D | +5.0% | +12.8% | -7.8% | -1.8% |
| 3M | -10.0% | -3.6% | -6.4% | -8.5% |
| 6M | +3.3% | -6.9% | +10.3% | +6.1% |
| YTD | +7.9% | -2.2% | +10.1% | +6.4% |
| 1Y | +21.2% | +6.3% | +15.0% | +13.2% |
| All | +109.3% | +10.0% | +99.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling