+11.1%
S vs TXT
+1.6%
+9.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -7.7% | -4.8% | -2.9% | -5.9% |
| 30D | -5.3% | -10.6% | +5.3% | -1.1% |
| 3M | +20.3% | -13.2% | +33.4% | +26.4% |
| 6M | +47.4% | -20.3% | +67.7% | +60.3% |
| YTD | +32.5% | -9.3% | +41.8% | +32.6% |
| 1Y | +9.5% | -2.7% | +12.2% | +4.9% |
| All | +11.1% | +1.6% | +9.5% | -1.0% |
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