+189.2%
TECH vs TXT
+98.8%
+90.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.3% | +13.4% | -13.1% | -4.2% |
| 3M | +1.0% | -2.5% | +3.6% | +1.4% |
| 6M | +54.0% | -6.2% | +60.2% | +56.2% |
| YTD | +24.3% | -1.3% | +25.7% | +23.4% |
| 1Y | +23.7% | +4.3% | +19.4% | +20.5% |
| 3Y | +28.5% | +13.2% | +15.2% | +21.6% |
| 5Y | -41.2% | +12.4% | -53.6% | -44.9% |
| 10Y | +189.2% | +94.8% | +94.4% | +139.5% |
| All | +189.2% | +98.8% | +90.4% | +139.5% |
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 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