-44.7%
S vs TXT
+27.7%
-72.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +6.8% |
| 7D | +1.6% | -3.5% | +5.1% | +3.7% |
| 30D | -10.5% | +15.2% | -25.6% | -18.0% |
| 3M | +9.9% | -4.5% | +14.4% | +12.0% |
| 6M | +41.8% | -6.1% | +47.9% | +44.4% |
| YTD | +56.8% | -2.0% | +58.8% | +50.9% |
| 1Y | +39.0% | +4.2% | +34.8% | +27.8% |
| 3Y | +53.8% | +14.4% | +39.4% | +26.7% |
| 5Y | -68.6% | +12.3% | -80.9% | -75.1% |
| All | -44.7% | +27.7% | -72.3% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling