+45.8%
TNA vs TXT
0.0%
+45.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -1.0% |
| 7D | -7.3% | +2.4% | -9.7% | -9.4% |
| 30D | -14.2% | -8.9% | -5.3% | -6.4% |
| 3M | -4.6% | -13.6% | +9.0% | +8.4% |
| 6M | +36.9% | -13.1% | +50.0% | +54.4% |
| YTD | +42.5% | -7.0% | +49.6% | +44.3% |
| 1Y | +45.8% | -1.4% | +47.2% | +34.5% |
| All | +45.8% | 0.0% | +45.8% | +34.5% |
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