+383.3%
TPR vs TXT
+103.6%
+279.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.5% |
| 7D | +12.1% | -1.1% | +13.1% | +12.7% |
| 30D | +16.7% | +17.1% | -0.4% | +3.9% |
| 3M | -17.4% | -2.6% | -14.7% | -16.2% |
| 6M | +2.3% | -4.6% | +6.8% | +4.1% |
| YTD | +7.1% | -0.3% | +7.5% | +5.4% |
| 1Y | +29.5% | +5.9% | +23.6% | +21.9% |
| 3Y | +415.0% | +14.4% | +400.7% | +342.6% |
| 5Y | +261.5% | +15.9% | +245.6% | +203.9% |
| 10Y | +383.3% | +99.6% | +283.7% | +169.7% |
| All | +383.3% | +103.6% | +279.7% | +169.7% |
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