-24.4%
TEM vs TXT
-3.0%
-21.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +11.3% | -10.4% | +21.7% | +16.1% |
| 3M | +25.5% | -14.3% | +39.9% | +32.6% |
| 6M | +17.1% | -15.1% | +32.2% | +23.4% |
| YTD | +3.8% | -8.3% | +12.1% | +1.4% |
| 1Y | -24.4% | -0.7% | -23.7% | -33.7% |
| All | -24.4% | -3.0% | -21.3% | -33.7% |
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