+202.8%
TER vs TXT
+10.4%
+192.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +0.6% | -4.8% | +5.4% | +4.6% |
| 30D | -8.3% | -10.6% | +2.3% | +0.2% |
| 3M | -12.2% | -13.2% | +1.0% | -2.5% |
| 6M | +17.1% | -20.3% | +37.4% | +39.9% |
| YTD | +84.7% | -9.3% | +93.9% | +96.5% |
| 1Y | +199.9% | -2.7% | +202.6% | +200.7% |
| 3Y | +232.8% | +1.4% | +231.4% | +210.4% |
| All | +202.8% | +10.4% | +192.5% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling