+1,514.2%
RF vs TXT
+2,070.1%
-555.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.3% | -4.8% | +6.1% | +3.9% |
| 30D | -3.6% | -10.6% | +7.0% | +2.2% |
| 3M | +8.1% | -13.2% | +21.3% | +15.6% |
| 6M | +11.5% | -20.3% | +31.8% | +24.4% |
| YTD | +15.6% | -9.3% | +24.8% | +19.9% |
| 1Y | +15.7% | -2.7% | +18.4% | +15.4% |
| 3Y | +86.9% | +1.4% | +85.5% | +81.2% |
| 5Y | +89.8% | +9.6% | +80.3% | +75.4% |
| 10Y | +344.7% | +94.9% | +249.8% | +200.0% |
| All | +1,514.2% | +2,070.1% | -555.9% | +455.6% |
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