+71.1%
RUN vs TXT
+90.9%
-19.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -4.8% |
| 7D | -13.7% | -1.1% | -12.6% | -13.2% |
| 30D | +9.4% | +13.3% | -3.9% | -0.1% |
| 3M | -13.4% | -5.1% | -8.3% | -11.1% |
| 6M | -39.6% | -7.1% | -32.4% | -37.6% |
| YTD | -53.7% | -3.2% | -50.5% | -53.9% |
| 1Y | -56.2% | +2.3% | -58.5% | -57.9% |
| 3Y | -9.7% | +11.1% | -20.8% | -19.9% |
| 5Y | -85.5% | +10.0% | -95.5% | -86.8% |
| All | +71.1% | +90.9% | -19.8% | +18.8% |
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