+607.6%
TEAM vs TXT
+113.8%
+493.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.5% |
| 7D | -22.2% | -1.1% | -21.2% | -21.9% |
| 30D | -28.1% | +17.1% | -45.2% | -31.4% |
| 3M | -2.2% | -2.6% | +0.5% | -1.9% |
| 6M | +62.2% | -4.6% | +66.8% | +62.7% |
| YTD | -8.4% | -0.3% | -8.0% | -10.6% |
| 1Y | -6.6% | +5.9% | -12.5% | -10.7% |
| 3Y | -15.7% | +14.4% | -30.1% | -22.0% |
| 5Y | -65.7% | +15.9% | -81.6% | -68.5% |
| 10Y | +441.0% | +99.6% | +341.4% | +338.6% |
| All | +607.6% | +113.8% | +493.8% | +470.0% |
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 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