+32.7%
TNA vs TXT
+89.4%
-56.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.1% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +4.4% | +13.3% | -9.0% | -14.5% |
| 3M | -26.7% | -5.0% | -21.7% | -23.0% |
| 6M | -12.8% | -8.4% | -4.4% | -5.2% |
| YTD | +22.7% | -4.0% | +26.6% | +22.4% |
| 1Y | +35.7% | +2.8% | +32.9% | +22.8% |
| 3Y | +134.6% | +10.3% | +124.3% | +107.2% |
| 5Y | -46.0% | +9.2% | -55.1% | -44.6% |
| All | +32.7% | +89.4% | -56.8% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling