+73.3%
RUN vs TXT
+89.4%
-16.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | -13.5% | +0.1% | -13.7% | -13.8% |
| 30D | +18.3% | +13.3% | +5.0% | +8.0% |
| 3M | -12.5% | -5.0% | -7.5% | -10.2% |
| 6M | -40.3% | -8.4% | -31.9% | -37.8% |
| YTD | -53.1% | -4.0% | -49.1% | -53.1% |
| 1Y | -54.3% | +2.8% | -57.1% | -56.3% |
| 3Y | -6.5% | +10.3% | -16.8% | -16.7% |
| 5Y | -85.3% | +9.2% | -94.4% | -86.6% |
| All | +73.3% | +89.4% | -16.1% | +20.9% |
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 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