+301.7%
SPOT vs TXT
+47.1%
+254.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | +13.5% | +13.3% | +0.2% | +9.3% |
| 3M | +22.2% | -5.1% | +27.4% | +23.7% |
| 6M | +38.3% | -7.1% | +45.4% | +40.0% |
| YTD | +3.1% | -3.2% | +6.3% | +2.3% |
| 1Y | -7.6% | +2.3% | -9.9% | -10.0% |
| 3Y | +250.0% | +11.1% | +239.0% | +225.4% |
| 5Y | +113.3% | +10.0% | +103.3% | +96.6% |
| All | +301.7% | +47.1% | +254.6% | +295.7% |
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