+227.9%
TPR vs TXT
+14.6%
+213.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | +6.4% | -0.8% | +7.2% | +6.9% |
| 30D | +13.8% | +13.4% | +0.3% | +4.4% |
| 3M | -16.6% | -2.5% | -14.1% | -15.5% |
| 6M | +0.7% | -6.2% | +6.9% | +3.6% |
| YTD | +5.3% | -1.3% | +6.7% | +4.5% |
| 1Y | +32.4% | +4.3% | +28.0% | +26.4% |
| 3Y | +406.4% | +13.2% | +393.2% | +335.2% |
| 5Y | +227.9% | +12.4% | +215.5% | +183.4% |
| All | +227.9% | +14.6% | +213.3% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling