-34.1%
RUN vs TXT
+5.7%
-39.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +10.2% | -0.2% | +10.4% | +10.3% |
| 30D | -9.6% | -11.1% | +1.5% | -2.3% |
| 3M | -31.5% | -13.0% | -18.5% | -25.5% |
| 6M | -18.7% | -16.2% | -2.5% | -9.5% |
| YTD | -49.9% | -8.7% | -41.2% | -48.0% |
| 1Y | -45.5% | -3.8% | -41.7% | -45.6% |
| 3Y | -34.1% | +5.5% | -39.6% | -46.0% |
| All | -34.1% | +5.7% | -39.8% | -46.0% |
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