+1,057.8%
TER vs TXT
+90.9%
+966.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.4% |
| 7D | +24.0% | -1.1% | +25.1% | +24.8% |
| 30D | -30.6% | +13.3% | -43.9% | -36.3% |
| 3M | -34.5% | -5.1% | -29.4% | -33.2% |
| 6M | -26.4% | -7.1% | -19.2% | -24.1% |
| YTD | +36.4% | -3.2% | +39.6% | +36.8% |
| 1Y | +47.4% | +2.3% | +45.1% | +43.0% |
| 3Y | +202.6% | +11.1% | +191.5% | +178.2% |
| 5Y | +83.9% | +10.0% | +73.9% | +70.3% |
| All | +1,057.8% | +90.9% | +966.8% | +772.8% |
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