-22.5%
TNA vs TXT
+10.7%
-33.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -1.6% |
| 7D | -7.6% | -0.2% | -7.4% | -7.3% |
| 30D | -13.6% | -10.2% | -3.4% | +2.3% |
| 3M | +2.8% | -13.3% | +16.1% | +25.5% |
| 6M | +34.5% | -14.4% | +48.9% | +67.5% |
| YTD | +41.0% | -9.1% | +50.1% | +54.9% |
| 1Y | +52.0% | -2.2% | +54.2% | +47.4% |
| 3Y | +103.5% | +5.1% | +98.4% | +82.4% |
| 5Y | -22.5% | +12.8% | -35.3% | -31.5% |
| All | -22.5% | +10.7% | -33.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling