+131.2%
TLT vs TXT
+389.4%
-258.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.1% |
| 7D | -0.4% | -4.8% | +4.4% | -0.9% |
| 30D | -0.6% | -10.6% | +10.0% | -1.5% |
| 3M | -2.7% | -13.2% | +10.4% | -3.9% |
| 6M | -5.6% | -20.3% | +14.7% | -7.4% |
| YTD | -2.8% | -9.3% | +6.5% | -3.4% |
| 1Y | -1.4% | -2.7% | +1.3% | -1.4% |
| 3Y | -1.6% | +1.4% | -3.0% | -0.7% |
| 5Y | -33.8% | +9.6% | -43.4% | -32.2% |
| 10Y | -21.1% | +94.9% | -116.0% | -10.8% |
| All | +131.2% | +389.4% | -258.2% | +218.0% |
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