+14,183.4%
TER vs TXT
+2,070.1%
+12,113.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | -4.8% | +5.4% | +3.0% |
| 30D | -8.3% | -10.6% | +2.3% | -3.2% |
| 3M | -12.2% | -13.2% | +1.0% | -6.2% |
| 6M | +17.1% | -20.3% | +37.4% | +31.0% |
| YTD | +84.7% | -9.3% | +93.9% | +93.0% |
| 1Y | +199.9% | -2.7% | +202.6% | +203.0% |
| 3Y | +232.8% | +1.4% | +231.4% | +229.5% |
| 5Y | +198.6% | +9.6% | +189.0% | +188.7% |
| 10Y | +1,669.7% | +94.9% | +1,574.8% | +1,109.1% |
| All | +14,183.4% | +2,070.1% | +12,113.4% | +3,594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling