+177.6%
TECH vs TXT
+98.4%
+79.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +0.1% | -11.1% | +11.2% | +4.2% |
| 3M | +37.5% | -13.0% | +50.5% | +43.9% |
| 6M | +34.6% | -16.2% | +50.8% | +42.2% |
| YTD | +23.5% | -8.7% | +32.2% | +26.5% |
| 1Y | +34.4% | -3.8% | +38.2% | +35.1% |
| 3Y | +2.3% | +5.5% | -3.2% | -0.4% |
| 5Y | -41.7% | +12.3% | -54.0% | -44.7% |
| 10Y | +177.6% | +97.4% | +80.2% | +114.8% |
| All | +177.6% | +98.4% | +79.2% | +114.8% |
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