+1,407.5%
RF vs TXT
+2,239.7%
-832.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | -10.0% | -3.6% | -6.4% | -8.8% |
| 6M | +3.3% | -6.9% | +10.3% | +5.9% |
| YTD | +7.9% | -2.2% | +10.1% | +7.0% |
| 1Y | +21.2% | +6.3% | +15.0% | +15.1% |
| 3Y | +105.8% | +10.3% | +95.5% | +89.8% |
| 5Y | +43.7% | +10.6% | +33.1% | +31.4% |
| 10Y | +289.4% | +121.0% | +168.4% | +145.4% |
| All | +1,407.5% | +2,239.7% | -832.2% | +396.0% |
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