-17.5%
RUN vs TXT
+85.0%
-102.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +1.3% | -4.8% | +6.0% | +4.5% |
| 30D | -15.3% | -10.6% | -4.6% | -8.8% |
| 3M | -40.0% | -13.2% | -26.8% | -34.8% |
| 6M | -27.0% | -20.3% | -6.6% | -16.1% |
| YTD | -51.7% | -9.3% | -42.4% | -49.4% |
| 1Y | -45.9% | -2.7% | -43.2% | -45.9% |
| 3Y | -43.8% | +1.4% | -45.1% | -46.0% |
| 5Y | -80.5% | +9.6% | -90.0% | -81.9% |
| 10Y | +45.3% | +94.9% | -49.6% | -7.7% |
| All | -17.5% | +85.0% | -102.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling