+52.2%
TEM vs TXT
-6.0%
+58.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -5.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.8% |
| 30D | +11.3% | -10.4% | +21.7% | +22.4% |
| 3M | +25.5% | -14.3% | +39.9% | +42.6% |
| 6M | +17.1% | -15.1% | +32.2% | +33.0% |
| YTD | +3.8% | -8.3% | +12.1% | +4.9% |
| 1Y | -24.4% | -0.7% | -23.7% | -31.3% |
| All | +52.2% | -6.0% | +58.2% | +54.9% |
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