+637.6%
TEAM vs TXT
+110.3%
+527.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -17.2% | -3.5% | -13.7% | -16.3% |
| 30D | -25.1% | +15.2% | -40.3% | -28.2% |
| 3M | +3.9% | -4.5% | +8.4% | +4.7% |
| 6M | +69.1% | -6.1% | +75.2% | +70.3% |
| YTD | -4.5% | -2.0% | -2.5% | -6.4% |
| 1Y | -1.9% | +4.2% | -6.1% | -5.7% |
| 3Y | -9.3% | +14.4% | -23.7% | -16.1% |
| 5Y | -65.2% | +12.3% | -77.5% | -67.8% |
| 10Y | +467.0% | +101.8% | +365.1% | +357.3% |
| All | +637.6% | +110.3% | +527.3% | +496.9% |
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