+71.7%
TER vs TXT
+8.5%
+63.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.8% |
| 7D | +14.4% | +0.1% | +14.2% | +14.3% |
| 30D | -30.6% | +13.3% | -43.9% | -38.0% |
| 3M | -39.2% | -5.0% | -34.2% | -37.5% |
| 6M | -31.3% | -8.4% | -22.9% | -27.7% |
| YTD | +29.1% | -4.0% | +33.1% | +29.5% |
| 1Y | +47.4% | +2.8% | +44.6% | +39.6% |
| 3Y | +191.2% | +10.3% | +180.9% | +150.1% |
| All | +71.7% | +8.5% | +63.1% | +44.8% |
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 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