+98.6%
TFC vs TXT
+98.4%
+0.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | +2.2% | -0.2% | +2.5% | +2.4% |
| 30D | -2.5% | -11.1% | +8.6% | +4.7% |
| 3M | +4.5% | -13.0% | +17.5% | +12.9% |
| 6M | +11.0% | -16.2% | +27.2% | +22.2% |
| YTD | +5.9% | -8.7% | +14.6% | +9.8% |
| 1Y | +14.6% | -3.8% | +18.4% | +14.6% |
| 3Y | +96.7% | +5.5% | +91.2% | +82.3% |
| 5Y | +15.6% | +12.3% | +3.3% | +0.8% |
| 10Y | +98.6% | +97.4% | +1.2% | +4.5% |
| All | +98.6% | +98.4% | +0.2% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling