+15.5%
TFC vs TXT
-3.0%
+18.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -2.3% | -10.4% | +8.1% | +1.2% |
| 3M | +2.5% | -14.3% | +16.8% | +7.3% |
| 6M | +9.5% | -15.1% | +24.6% | +14.7% |
| YTD | +5.1% | -8.3% | +13.4% | +6.0% |
| 1Y | +15.5% | -0.7% | +16.2% | +13.9% |
| All | +15.5% | -3.0% | +18.5% | +13.9% |
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 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