-4.6%
TLT vs TXT
+4.2%
-8.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.6% |
| 30D | +5.1% | +15.2% | -10.1% | +3.8% |
| 3M | -0.2% | -4.5% | +4.3% | 0.0% |
| 6M | -2.9% | -6.1% | +3.2% | -2.8% |
| YTD | -2.7% | -2.0% | -0.7% | -3.1% |
| All | -4.6% | +4.2% | -8.8% | -6.8% |
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 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