+245.8%
THC vs TXT
+1.6%
+244.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -4.8% | +4.1% | +1.3% |
| 30D | +1.3% | -10.6% | +11.9% | +5.9% |
| 3M | +64.2% | -13.2% | +77.4% | +73.1% |
| 6M | +8.3% | -20.3% | +28.6% | +18.0% |
| YTD | +33.4% | -9.3% | +42.6% | +36.5% |
| 1Y | +37.7% | -2.7% | +40.4% | +35.8% |
| All | +245.8% | +1.6% | +244.2% | +206.1% |
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