+201.6%
TGT vs TXT
+89.4%
+112.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +4.7% | +13.3% | -8.7% | +0.6% |
| 3M | +4.6% | -5.0% | +9.5% | +5.8% |
| 6M | +34.9% | -8.4% | +43.3% | +37.3% |
| YTD | +70.9% | -4.0% | +74.9% | +70.5% |
| 1Y | +84.4% | +2.8% | +81.6% | +79.8% |
| 3Y | +69.1% | +10.3% | +58.8% | +60.0% |
| 5Y | -26.9% | +9.2% | -36.1% | -31.5% |
| All | +201.6% | +89.4% | +112.2% | +148.9% |
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 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