-7.7%
RUN vs TXT
+15.4%
-23.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.7% | -12.2% | -11.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | +14.0% | +17.1% | -3.1% | +3.0% |
| 3M | -11.8% | -2.6% | -9.1% | -10.7% |
| 6M | -40.4% | -4.6% | -35.8% | -39.4% |
| YTD | -52.7% | -0.3% | -52.3% | -53.8% |
| 1Y | -52.5% | +5.9% | -58.4% | -55.4% |
| 3Y | -7.7% | +14.4% | -22.1% | -26.5% |
| All | -7.7% | +15.4% | -23.2% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling