+68.4%
T vs TXT
+100.3%
-31.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | +4.6% | -10.4% | +15.0% | +7.6% |
| 3M | +12.2% | -14.3% | +26.6% | +16.6% |
| 6M | -6.5% | -15.1% | +8.6% | -2.9% |
| YTD | +4.9% | -8.3% | +13.2% | +6.2% |
| 1Y | -10.5% | -0.7% | -9.8% | -11.6% |
| 3Y | +104.6% | +6.0% | +98.6% | +93.7% |
| 5Y | +64.2% | +12.5% | +51.7% | +49.2% |
| 10Y | +68.4% | +103.2% | -34.7% | +16.1% |
| All | +68.4% | +100.3% | -31.8% | +16.1% |
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