+38.5%
TNA vs TXT
+9.2%
+29.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.3% |
| 7D | +2.4% | +10.6% | -8.2% | -5.9% |
| 30D | -0.9% | +14.4% | -15.3% | -11.6% |
| 3M | -19.2% | -2.7% | -16.5% | -16.8% |
| 6M | -0.8% | -4.7% | +3.8% | +2.8% |
| YTD | +33.2% | -0.5% | +33.7% | +23.9% |
| 1Y | +38.5% | +8.7% | +29.8% | -2.4% |
| All | +38.5% | +9.2% | +29.3% | -2.4% |
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