-54.3%
RUN vs TXT
+1.6%
-55.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -13.5% | +0.1% | -13.7% | -13.7% |
| 30D | +18.3% | +13.3% | +5.0% | +11.1% |
| 3M | -12.5% | -5.0% | -7.5% | -10.6% |
| 6M | -40.3% | -8.4% | -31.9% | -38.3% |
| YTD | -53.1% | -4.0% | -49.1% | -55.1% |
| 1Y | -54.3% | +2.8% | -57.1% | -59.1% |
| All | -54.3% | +1.6% | -55.9% | -59.1% |
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