-45.9%
RUN vs TXT
-1.0%
-44.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +1.3% | -4.8% | +6.0% | +3.8% |
| 30D | -15.3% | -10.6% | -4.6% | -10.3% |
| 3M | -40.0% | -13.2% | -26.8% | -36.0% |
| 6M | -27.0% | -20.3% | -6.6% | -19.0% |
| YTD | -51.7% | -9.3% | -42.4% | -50.9% |
| 1Y | -45.9% | -2.7% | -43.2% | -48.2% |
| All | -45.9% | -1.0% | -44.9% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling