+18.3%
TMO vs TXT
+4.6%
+13.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -0.3% | -10.2% | +9.9% | +3.9% |
| 3M | +25.3% | -13.3% | +38.5% | +31.6% |
| 6M | +20.9% | -14.4% | +35.2% | +27.3% |
| YTD | +4.3% | -9.1% | +13.4% | +6.1% |
| 1Y | +27.0% | -2.2% | +29.2% | +24.5% |
| All | +18.3% | +4.6% | +13.7% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling