+1,872.1%
T vs TXT
+2,070.1%
-197.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -4.8% | +3.5% | -0.2% |
| 30D | +11.4% | -10.6% | +22.0% | +14.2% |
| 3M | +14.3% | -13.2% | +27.5% | +17.7% |
| 6M | -9.3% | -20.3% | +11.1% | -4.9% |
| YTD | +7.1% | -9.3% | +16.4% | +8.6% |
| 1Y | -9.1% | -2.7% | -6.4% | -9.5% |
| 3Y | +105.3% | +1.4% | +104.0% | +99.4% |
| 5Y | +66.8% | +9.6% | +57.3% | +56.7% |
| 10Y | +66.8% | +94.9% | -28.1% | +29.7% |
| All | +1,872.1% | +2,070.1% | -197.9% | +631.9% |
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 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