+418.8%
THC vs TXT
+7.8%
+411.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +3.7% | -2.5% | +6.2% | +4.5% |
| 30D | +9.0% | +14.4% | -5.3% | +3.1% |
| 3M | +10.4% | -4.9% | +15.3% | +12.1% |
| 6M | +45.7% | -10.2% | +55.9% | +50.7% |
| YTD | +42.6% | -4.1% | +46.7% | +42.2% |
| 1Y | +38.8% | +4.0% | +34.8% | +33.3% |
| 3Y | +418.8% | +8.0% | +410.9% | +351.8% |
| All | +418.8% | +7.8% | +411.0% | +351.8% |
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 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