+264.0%
SPOT vs TXT
+37.9%
+226.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -0.9% | -4.8% | +3.9% | +0.5% |
| 30D | +12.5% | -10.6% | +23.1% | +16.1% |
| 3M | +9.9% | -13.2% | +23.1% | +13.8% |
| 6M | +1.6% | -20.3% | +21.9% | +7.6% |
| YTD | -6.6% | -9.3% | +2.7% | -5.3% |
| 1Y | -22.9% | -2.7% | -20.2% | -23.8% |
| 3Y | +244.3% | +1.4% | +242.9% | +229.3% |
| 5Y | +117.8% | +9.6% | +108.3% | +102.4% |
| All | +264.0% | +37.9% | +226.1% | +266.4% |
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 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