+276.8%
THC vs TXT
+7.8%
+269.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +3.7% | -2.5% | +6.2% | +4.9% |
| 30D | +9.0% | +14.4% | -5.3% | +1.0% |
| 3M | +10.4% | -4.9% | +15.3% | +12.6% |
| 6M | +45.7% | -10.2% | +55.9% | +52.1% |
| YTD | +42.6% | -4.1% | +46.7% | +41.9% |
| 1Y | +38.8% | +4.0% | +34.8% | +31.6% |
| 3Y | +418.8% | +8.0% | +410.9% | +357.6% |
| All | +276.8% | +7.8% | +269.0% | +219.9% |
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