+475.2%
TEAM vs TXT
+98.4%
+376.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | +18.3% | -11.1% | +29.4% | +22.0% |
| 3M | +80.2% | -13.0% | +93.2% | +86.4% |
| 6M | +111.0% | -16.2% | +127.2% | +118.8% |
| YTD | +8.8% | -8.7% | +17.5% | +9.1% |
| 1Y | +2.2% | -3.8% | +5.9% | +0.6% |
| 3Y | -14.6% | +5.5% | -20.1% | -18.8% |
| 5Y | -53.8% | +12.3% | -66.1% | -56.8% |
| 10Y | +475.2% | +97.4% | +377.8% | +408.0% |
| All | +475.2% | +98.4% | +376.8% | +408.0% |
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