+78.5%
TGT vs TXT
-1.4%
+79.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.0% | -10.2% | +13.3% | +4.2% |
| 3M | +22.6% | -13.3% | +35.9% | +24.1% |
| 6M | +31.2% | -14.4% | +45.5% | +32.9% |
| YTD | +63.7% | -9.1% | +72.8% | +59.8% |
| 1Y | +78.5% | -2.2% | +80.7% | +68.3% |
| All | +78.5% | -1.4% | +79.9% | +68.3% |
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