+14.4%
TFC vs TXT
-1.0%
+15.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | -4.8% | +7.2% | +4.1% |
| 30D | -1.3% | -10.6% | +9.3% | +2.3% |
| 3M | +6.1% | -13.2% | +19.2% | +10.3% |
| 6M | +7.3% | -20.3% | +27.7% | +15.0% |
| YTD | +8.2% | -9.3% | +17.5% | +9.6% |
| 1Y | +14.4% | -2.7% | +17.1% | +12.8% |
| All | +14.4% | -1.0% | +15.4% | +12.8% |
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 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