+802.8%
TEAM vs TXT
+94.6%
+708.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -0.4% | -4.8% | +4.3% | +0.9% |
| 30D | +67.3% | -10.6% | +77.9% | +72.6% |
| 3M | +86.8% | -13.2% | +100.0% | +93.5% |
| 6M | +146.8% | -20.3% | +167.2% | +159.9% |
| YTD | +16.9% | -9.3% | +26.2% | +17.5% |
| 1Y | +12.8% | -2.7% | +15.5% | +10.7% |
| 3Y | -7.3% | +1.4% | -8.7% | -10.9% |
| 5Y | -50.7% | +9.6% | -60.3% | -53.7% |
| 10Y | +529.8% | +94.9% | +434.9% | +412.9% |
| All | +802.8% | +94.6% | +708.1% | +649.5% |
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