+2,628.6%
TFC vs TXT
+2,244.6%
+384.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +0.3% | -3.5% | +3.8% | +1.9% |
| 30D | +9.2% | +15.2% | -6.0% | +2.3% |
| 3M | -2.9% | -4.5% | +1.6% | -1.4% |
| 6M | +3.5% | -6.1% | +9.6% | +5.3% |
| YTD | +5.4% | -2.0% | +7.4% | +4.8% |
| 1Y | +17.3% | +4.2% | +13.1% | +13.5% |
| 3Y | +96.7% | +14.4% | +82.3% | +81.5% |
| 5Y | -1.1% | +12.3% | -13.4% | -8.7% |
| 10Y | +84.7% | +101.8% | -17.1% | +29.1% |
| All | +2,628.6% | +2,244.6% | +384.0% | +865.2% |
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