+540.5%
THC vs TXT
+2,193.3%
-1,652.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +3.7% | -2.5% | +6.2% | +4.6% |
| 30D | +9.0% | +14.4% | -5.3% | +3.3% |
| 3M | +10.4% | -4.9% | +15.3% | +11.9% |
| 6M | +45.7% | -10.2% | +55.9% | +50.2% |
| YTD | +42.6% | -4.1% | +46.7% | +42.7% |
| 1Y | +38.8% | +4.0% | +34.8% | +34.7% |
| 3Y | +418.8% | +8.0% | +410.9% | +390.6% |
| 5Y | +275.7% | +8.4% | +267.2% | +253.6% |
| 10Y | +1,496.2% | +116.6% | +1,379.6% | +1,079.0% |
| All | +540.5% | +2,193.3% | -1,652.8% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling