+112.6%
SPOT vs TXT
+13.4%
+99.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -6.5% | +0.8% | -7.3% | -6.8% |
| 30D | +2.2% | -10.4% | +12.6% | +7.0% |
| 3M | +5.4% | -14.3% | +19.7% | +11.7% |
| 6M | -4.0% | -15.1% | +11.1% | +1.7% |
| YTD | -9.9% | -8.3% | -1.6% | -9.1% |
| 1Y | -27.3% | -0.7% | -26.6% | -30.0% |
| 3Y | +236.4% | +6.0% | +230.4% | +191.6% |
| 5Y | +112.6% | +12.5% | +100.1% | +70.4% |
| All | +112.6% | +13.4% | +99.2% | +70.4% |
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