-25.0%
TGT vs TXT
+13.4%
-38.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | +4.4% | -10.4% | +14.9% | +9.3% |
| 3M | +25.4% | -14.3% | +39.7% | +32.9% |
| 6M | +33.4% | -15.1% | +48.5% | +41.4% |
| YTD | +65.6% | -8.3% | +73.9% | +67.9% |
| 1Y | +80.3% | -0.7% | +81.0% | +75.3% |
| 3Y | +42.1% | +6.0% | +36.2% | +30.2% |
| 5Y | -25.0% | +12.5% | -37.5% | -35.8% |
| All | -25.0% | +13.4% | -38.4% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling