+708.6%
TLN vs TXT
+33.3%
+675.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +4.9% | +13.3% | -8.4% | +1.1% |
| 3M | +4.9% | -5.0% | +9.9% | +6.2% |
| 6M | +7.1% | -8.4% | +15.5% | +9.5% |
| YTD | +0.3% | -4.0% | +4.3% | +0.7% |
| 1Y | +5.9% | +2.8% | +3.1% | +4.1% |
| 3Y | +578.5% | +10.3% | +568.2% | +549.7% |
| All | +708.6% | +33.3% | +675.3% | +673.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling