+250.1%
SPOT vs TXT
+38.1%
+212.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -6.9% | -0.2% | -6.6% | -6.8% |
| 30D | +4.1% | -10.2% | +14.4% | +7.4% |
| 3M | +3.7% | -13.3% | +17.0% | +7.5% |
| 6M | -1.6% | -14.4% | +12.7% | +2.0% |
| YTD | -10.2% | -9.1% | -1.1% | -9.0% |
| 1Y | -25.9% | -2.2% | -23.7% | -26.8% |
| 3Y | +235.6% | +5.1% | +230.5% | +217.4% |
| 5Y | +110.6% | +12.8% | +97.8% | +94.5% |
| All | +250.1% | +38.1% | +212.0% | +252.3% |
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