-45.1%
RUN vs TXT
-3.0%
-42.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -1.8% | +0.8% | -2.6% | -2.2% |
| 30D | -10.8% | -10.4% | -0.4% | -5.8% |
| 3M | -30.2% | -14.3% | -15.8% | -24.8% |
| 6M | -22.3% | -15.1% | -7.2% | -16.7% |
| YTD | -52.2% | -8.3% | -43.9% | -51.7% |
| 1Y | -45.1% | -0.7% | -44.4% | -47.1% |
| All | -45.1% | -3.0% | -42.1% | -47.1% |
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