+51.8%
TEL vs TXT
+13.4%
+38.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.7% |
| 30D | -4.1% | -10.4% | +6.3% | +2.0% |
| 3M | -2.6% | -14.3% | +11.8% | +5.7% |
| 6M | 0.0% | -15.1% | +15.1% | +9.1% |
| YTD | -9.1% | -8.3% | -0.7% | -6.0% |
| 1Y | -0.8% | -0.7% | -0.1% | -2.6% |
| 3Y | +67.4% | +6.0% | +61.4% | +52.2% |
| 5Y | +51.8% | +12.5% | +39.2% | +28.4% |
| All | +51.8% | +13.4% | +38.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling