+196.7%
TECH vs TXT
+115.3%
+81.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.7% |
| 7D | +0.2% | -3.5% | +3.7% | +1.4% |
| 30D | +0.5% | +15.2% | -14.7% | -4.6% |
| 3M | +0.9% | -4.5% | +5.3% | +1.9% |
| 6M | +51.0% | -6.1% | +57.2% | +53.2% |
| YTD | +24.4% | -2.0% | +26.3% | +23.7% |
| 1Y | +27.6% | +4.2% | +23.4% | +24.3% |
| 3Y | +29.9% | +14.4% | +15.5% | +22.6% |
| 5Y | -40.6% | +12.3% | -53.0% | -44.3% |
| 10Y | +196.7% | +101.8% | +94.9% | +141.9% |
| All | +196.7% | +115.3% | +81.4% | +141.9% |
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 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