+422.8%
THC vs TXT
+11.3%
+411.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +7.5% | +13.3% | -5.8% | +2.1% |
| 3M | +7.5% | -5.1% | +12.7% | +9.3% |
| 6M | +46.4% | -7.1% | +53.6% | +49.4% |
| YTD | +44.4% | -3.2% | +47.6% | +43.5% |
| 1Y | +43.4% | +2.3% | +41.1% | +39.0% |
| All | +422.8% | +11.3% | +411.5% | +348.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling