+357.0%
TPR vs TXT
+90.9%
+266.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | -1.1% | -1.1% | -0.1% | -0.4% |
| 30D | +15.1% | +13.3% | +1.8% | +4.9% |
| 3M | -13.4% | -5.1% | -8.3% | -10.6% |
| 6M | +1.4% | -7.1% | +8.5% | +5.2% |
| YTD | +4.8% | -3.2% | +8.0% | +5.2% |
| 1Y | +29.2% | +2.3% | +26.9% | +24.6% |
| 3Y | +403.7% | +11.1% | +392.6% | +341.9% |
| 5Y | +230.8% | +10.0% | +220.8% | +188.4% |
| All | +357.0% | +90.9% | +266.1% | +161.8% |
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 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