+1,744.2%
TER vs TXT
+98.4%
+1,645.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +11.0% | -0.2% | +11.2% | +11.1% |
| 30D | -1.9% | -11.1% | +9.2% | +5.2% |
| 3M | -0.7% | -13.0% | +12.3% | +7.4% |
| 6M | +36.4% | -16.2% | +52.6% | +51.4% |
| YTD | +92.4% | -8.7% | +101.2% | +102.0% |
| 1Y | +213.5% | -3.8% | +217.3% | +218.9% |
| 3Y | +277.2% | +5.5% | +271.7% | +260.8% |
| 5Y | +219.1% | +12.3% | +206.8% | +197.3% |
| 10Y | +1,744.2% | +97.4% | +1,646.8% | +1,222.7% |
| All | +1,744.2% | +98.4% | +1,645.8% | +1,222.7% |
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 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