-12.5%
TLT vs TXT
+115.3%
-127.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.2% |
| 7D | +0.3% | -3.5% | +3.8% | 0.0% |
| 30D | +5.1% | +15.2% | -10.1% | +6.4% |
| 3M | -0.2% | -4.5% | +4.3% | -0.5% |
| 6M | -2.9% | -6.1% | +3.2% | -3.3% |
| YTD | -2.7% | -2.0% | -0.7% | -2.6% |
| 1Y | -4.6% | +4.2% | -8.8% | -3.9% |
| 3Y | +6.1% | +14.4% | -8.3% | +8.4% |
| 5Y | -35.1% | +12.3% | -47.5% | -33.4% |
| 10Y | -12.5% | +101.8% | -114.3% | +4.9% |
| All | -12.5% | +115.3% | -127.8% | +4.9% |
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 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