+1,316.1%
TNA vs TXT
+540.2%
+775.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -0.1% | -4.8% | +4.7% | +5.4% |
| 30D | -4.9% | -10.6% | +5.7% | +7.4% |
| 3M | +0.4% | -13.2% | +13.6% | +15.7% |
| 6M | +32.5% | -20.3% | +52.9% | +69.2% |
| YTD | +53.7% | -9.3% | +63.0% | +68.3% |
| 1Y | +65.1% | -2.7% | +67.8% | +68.5% |
| 3Y | +98.4% | +1.4% | +97.1% | +111.5% |
| 5Y | -22.5% | +9.6% | -32.0% | -12.3% |
| 10Y | +82.5% | +94.9% | -12.4% | +51.6% |
| All | +1,316.1% | +540.2% | +775.9% | +316.8% |
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