+25.8%
TMO vs TXT
-1.0%
+26.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | -4.8% | +3.4% | -0.3% |
| 30D | +6.2% | -10.6% | +16.8% | +8.7% |
| 3M | +27.5% | -13.2% | +40.6% | +30.7% |
| 6M | +20.0% | -20.3% | +40.3% | +25.3% |
| YTD | +6.1% | -9.3% | +15.4% | +5.7% |
| 1Y | +25.8% | -2.7% | +28.5% | +18.5% |
| All | +25.8% | -1.0% | +26.8% | +18.5% |
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