+570.0%
TLN vs TXT
+26.2%
+543.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -12.9% | -10.2% | -2.7% | -10.2% |
| 3M | -7.4% | -13.3% | +5.8% | -3.8% |
| 6M | -6.0% | -14.4% | +8.3% | -2.1% |
| YTD | -16.9% | -9.1% | -7.8% | -15.1% |
| 1Y | -22.6% | -2.2% | -20.5% | -22.7% |
| 3Y | +469.0% | +5.1% | +464.0% | +454.9% |
| All | +570.0% | +26.2% | +543.8% | +552.4% |
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