+8,131.0%
TMO vs TXT
+2,092.6%
+6,038.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +1.0% | -10.4% | +11.4% | +3.9% |
| 3M | +22.7% | -14.3% | +37.1% | +27.5% |
| 6M | +19.0% | -15.1% | +34.1% | +23.7% |
| YTD | +4.7% | -8.3% | +13.0% | +6.4% |
| 1Y | +26.0% | -0.7% | +26.7% | +25.2% |
| 3Y | +18.0% | +6.0% | +12.0% | +14.6% |
| 5Y | +8.0% | +12.5% | -4.5% | +2.1% |
| 10Y | +333.8% | +103.2% | +230.6% | +225.1% |
| All | +8,131.0% | +2,092.6% | +6,038.5% | +2,758.0% |
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