+311.5%
SPY vs TXT
+98.4%
+213.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | -0.9% | -11.1% | +10.1% | +3.2% |
| 3M | +3.9% | -13.0% | +16.9% | +8.7% |
| 6M | +14.5% | -16.2% | +30.7% | +21.2% |
| YTD | +12.9% | -8.7% | +21.6% | +15.3% |
| 1Y | +19.4% | -3.8% | +23.1% | +19.3% |
| 3Y | +78.5% | +5.5% | +72.9% | +69.2% |
| 5Y | +81.8% | +12.3% | +69.5% | +65.9% |
| 10Y | +311.5% | +97.4% | +214.1% | +188.9% |
| All | +311.5% | +98.4% | +213.1% | +188.9% |
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