+318.5%
TPR vs TXT
+97.6%
+220.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.3% | -4.8% | +2.5% | +1.1% |
| 30D | -23.0% | -10.6% | -12.4% | -16.6% |
| 3M | -12.5% | -13.2% | +0.7% | -4.1% |
| 6M | -21.4% | -20.3% | -1.1% | -8.6% |
| YTD | -3.5% | -9.3% | +5.7% | +2.0% |
| 1Y | +17.4% | -2.7% | +20.0% | +17.7% |
| 3Y | +291.3% | +1.4% | +289.9% | +267.7% |
| 5Y | +241.9% | +9.6% | +232.4% | +200.4% |
| All | +318.5% | +97.6% | +220.9% | +132.6% |
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