+415.0%
TPR vs TXT
+15.4%
+399.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | +12.1% | -1.1% | +13.1% | +12.6% |
| 30D | +16.7% | +17.1% | -0.4% | +6.8% |
| 3M | -17.4% | -2.6% | -14.7% | -16.4% |
| 6M | +2.3% | -4.6% | +6.8% | +3.8% |
| YTD | +7.1% | -0.3% | +7.5% | +6.2% |
| 1Y | +29.5% | +5.9% | +23.6% | +24.1% |
| 3Y | +415.0% | +14.4% | +400.7% | +363.4% |
| All | +415.0% | +15.4% | +399.6% | +363.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling