-20.7%
TLT vs TXT
+98.4%
-119.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.3% | -11.1% | +10.8% | -1.3% |
| 3M | -1.7% | -13.0% | +11.3% | -2.8% |
| 6M | -4.9% | -16.2% | +11.3% | -6.2% |
| YTD | -2.8% | -8.7% | +5.9% | -3.3% |
| 1Y | -4.2% | -3.8% | -0.4% | -4.2% |
| 3Y | -1.1% | +5.5% | -6.6% | +0.4% |
| 5Y | -33.7% | +12.3% | -46.0% | -31.6% |
| 10Y | -20.7% | +97.4% | -118.1% | -4.8% |
| All | -20.7% | +98.4% | -119.1% | -4.8% |
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