+100.1%
TEM vs TXT
+2.2%
+97.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -6.0% |
| 7D | +3.5% | -1.1% | +4.6% | +4.4% |
| 30D | +13.5% | +17.1% | -3.5% | -1.4% |
| 3M | +46.3% | -2.6% | +48.9% | +48.8% |
| 6M | +61.5% | -4.6% | +66.1% | +64.3% |
| YTD | +36.4% | -0.3% | +36.7% | +27.7% |
| 1Y | +12.2% | +5.9% | +6.3% | -2.9% |
| All | +100.1% | +2.2% | +97.9% | +88.4% |
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 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