+1,001.8%
TER vs TXT
+115.3%
+886.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +11.4% |
| 7D | -5.8% | -3.5% | -2.2% | -3.5% |
| 30D | -38.9% | +15.2% | -54.1% | -44.4% |
| 3M | -35.1% | -4.5% | -30.6% | -34.0% |
| 6M | -31.6% | -6.1% | -25.5% | -29.9% |
| YTD | +27.2% | -2.0% | +29.2% | +26.7% |
| 1Y | +35.2% | +4.2% | +31.0% | +29.9% |
| 3Y | +192.8% | +14.4% | +178.4% | +165.0% |
| 5Y | +72.4% | +12.3% | +60.1% | +58.0% |
| 10Y | +1,001.8% | +101.8% | +900.0% | +746.2% |
| All | +1,001.8% | +115.3% | +886.5% | +746.2% |
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