+307.3%
SPY vs TXT
+115.3%
+192.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.6% |
| 7D | +0.1% | -3.5% | +3.6% | +1.4% |
| 30D | -3.3% | +15.2% | -18.5% | -8.4% |
| 3M | -2.4% | -4.5% | +2.1% | -1.3% |
| 6M | +2.6% | -6.1% | +8.7% | +3.9% |
| YTD | +11.2% | -2.0% | +13.2% | +10.2% |
| 1Y | +13.4% | +4.2% | +9.2% | +9.8% |
| 3Y | +79.9% | +14.4% | +65.5% | +65.2% |
| 5Y | +72.2% | +12.3% | +59.9% | +56.5% |
| 10Y | +307.3% | +101.8% | +205.5% | +191.8% |
| All | +307.3% | +115.3% | +192.0% | +191.8% |
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