+628.3%
TLN vs TXT
+33.2%
+595.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.6% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | -10.5% | +14.4% | -24.9% | -14.0% |
| 3M | +0.1% | -4.9% | +5.0% | +1.3% |
| 6M | -17.4% | -10.2% | -7.2% | -15.1% |
| YTD | -9.7% | -4.1% | -5.6% | -9.3% |
| 1Y | -12.3% | +4.0% | -16.2% | -14.0% |
| 3Y | +528.3% | +8.0% | +520.3% | +501.8% |
| All | +628.3% | +33.2% | +595.1% | +596.9% |
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 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