+40.3%
RUN vs TXT
+107.7%
-67.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -2.3% |
| 7D | -3.7% | +2.5% | -6.2% | -5.3% |
| 30D | -13.0% | -8.9% | -4.2% | -7.5% |
| 3M | -31.8% | -13.6% | -18.2% | -25.5% |
| 6M | -32.2% | -13.1% | -19.1% | -26.3% |
| YTD | -53.5% | -7.0% | -46.5% | -52.0% |
| 1Y | -46.5% | -1.4% | -45.1% | -47.0% |
| 3Y | -37.6% | +7.0% | -44.6% | -42.4% |
| 5Y | -80.9% | +15.4% | -96.3% | -82.9% |
| All | +40.3% | +107.7% | -67.4% | -5.7% |
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