+213.5%
TER vs TXT
-2.3%
+215.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +11.0% | -0.2% | +11.2% | +11.1% |
| 30D | -1.9% | -11.1% | +9.2% | +6.4% |
| 3M | -0.7% | -13.0% | +12.3% | +8.5% |
| 6M | +36.4% | -16.2% | +52.6% | +51.1% |
| YTD | +92.4% | -8.7% | +101.2% | +100.8% |
| 1Y | +213.5% | -3.8% | +217.3% | +222.1% |
| All | +213.5% | -2.3% | +215.8% | +222.1% |
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