+379.1%
TPR vs TXT
+112.2%
+267.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.4% |
| 7D | +14.2% | -2.5% | +16.7% | +16.1% |
| 30D | +17.1% | +14.4% | +2.7% | +6.0% |
| 3M | -17.7% | -4.9% | -12.8% | -15.2% |
| 6M | -10.2% | -10.2% | 0.0% | -4.4% |
| YTD | +4.9% | -4.1% | +9.0% | +6.1% |
| 1Y | +36.1% | +4.0% | +32.2% | +29.9% |
| 3Y | +416.5% | +8.0% | +408.5% | +362.5% |
| 5Y | +254.8% | +8.4% | +246.4% | +212.9% |
| All | +379.1% | +112.2% | +267.0% | +169.1% |
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