-79.3%
RUN vs TXT
+12.9%
-92.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.2% |
| 7D | +10.2% | -0.2% | +10.4% | +10.3% |
| 30D | -9.6% | -11.1% | +1.5% | -0.4% |
| 3M | -31.5% | -13.0% | -18.5% | -24.0% |
| 6M | -18.7% | -16.2% | -2.5% | -7.2% |
| YTD | -49.9% | -8.7% | -41.2% | -47.6% |
| 1Y | -45.5% | -3.8% | -41.7% | -45.7% |
| 3Y | -34.1% | +5.5% | -39.6% | -42.8% |
| All | -79.3% | +12.9% | -92.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling