+3,094.0%
SPY vs TXT
+1,023.8%
+2,070.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.6% |
| 30D | +0.1% | -10.6% | +10.7% | +3.5% |
| 3M | +2.0% | -13.2% | +15.2% | +6.1% |
| 6M | +13.0% | -20.3% | +33.4% | +20.4% |
| YTD | +13.5% | -9.3% | +22.8% | +15.9% |
| 1Y | +20.0% | -2.7% | +22.7% | +19.7% |
| 3Y | +77.2% | +1.4% | +75.8% | +72.5% |
| 5Y | +81.9% | +9.6% | +72.3% | +71.4% |
| 10Y | +314.1% | +94.9% | +219.2% | +207.8% |
| All | +3,094.0% | +1,023.8% | +2,070.3% | +1,055.5% |
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