+43.2%
TER vs TXT
+9.2%
+34.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.6% | -6.3% |
| 7D | -19.9% | +10.6% | -30.5% | -24.0% |
| 30D | -43.5% | +14.4% | -57.9% | -47.7% |
| 3M | -37.8% | -2.7% | -35.0% | -35.6% |
| 6M | -25.6% | -4.7% | -20.9% | -22.3% |
| YTD | +29.8% | -0.5% | +30.4% | +28.6% |
| 1Y | +43.2% | +8.7% | +34.4% | +25.0% |
| All | +43.2% | +9.2% | +34.0% | +25.0% |
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