+131.3%
TLT vs TXT
+417.2%
-285.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.2% |
| 7D | +0.1% | -2.5% | +2.6% | -0.1% |
| 30D | +6.2% | +14.4% | -8.2% | +7.5% |
| 3M | +0.1% | -4.9% | +5.0% | -0.3% |
| 6M | -3.0% | -10.2% | +7.3% | -3.8% |
| YTD | -2.7% | -4.1% | +1.4% | -2.8% |
| 1Y | -4.8% | +4.0% | -8.8% | -4.2% |
| 3Y | +6.9% | +8.0% | -1.0% | +8.6% |
| 5Y | -34.5% | +8.4% | -42.9% | -32.9% |
| 10Y | -17.3% | +116.6% | -133.9% | -5.5% |
| All | +131.3% | +417.2% | -285.9% | +220.0% |
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