-17.3%
TEM vs TXT
-1.0%
-16.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.9% | -4.8% | +5.7% | +2.7% |
| 30D | +38.4% | -10.6% | +49.0% | +44.3% |
| 3M | +23.7% | -13.2% | +36.8% | +29.5% |
| 6M | +26.0% | -20.3% | +46.3% | +36.6% |
| YTD | +9.4% | -9.3% | +18.7% | +7.9% |
| 1Y | -17.3% | -2.7% | -14.6% | -25.5% |
| All | -17.3% | -1.0% | -16.3% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling