+65.5%
T vs TXT
+10.4%
+55.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -3.8% | +13.3% | -17.1% | -4.6% |
| 3M | -8.7% | -5.0% | -3.8% | -8.5% |
| 6M | -8.1% | -8.4% | +0.3% | -7.7% |
| YTD | -6.4% | -4.0% | -2.5% | -6.7% |
| 1Y | -9.8% | +2.8% | -12.5% | -10.6% |
| 3Y | +65.5% | +10.3% | +55.2% | +65.5% |
| All | +65.5% | +10.4% | +55.1% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling