-15.1%
TLN vs TXT
-2.3%
-12.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +10.9% | -0.2% | +11.1% | +11.0% |
| 30D | -6.3% | -11.1% | +4.7% | -3.2% |
| 3M | -10.7% | -13.0% | +2.3% | -7.2% |
| 6M | +1.6% | -16.2% | +17.8% | +5.9% |
| YTD | -13.1% | -8.7% | -4.4% | -11.3% |
| 1Y | -15.1% | -3.8% | -11.3% | -14.4% |
| All | -15.1% | -2.3% | -12.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling