+8,398.6%
TPR vs TXT
+352.3%
+8,046.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | +14.2% | -2.5% | +16.7% | +15.5% |
| 30D | +17.1% | +14.4% | +2.7% | +9.7% |
| 3M | -17.7% | -4.9% | -12.8% | -15.9% |
| 6M | -10.2% | -10.2% | 0.0% | -6.1% |
| YTD | +4.9% | -4.1% | +9.0% | +6.2% |
| 1Y | +36.1% | +4.0% | +32.2% | +32.7% |
| 3Y | +416.5% | +8.0% | +408.5% | +387.9% |
| 5Y | +254.8% | +8.4% | +246.4% | +235.6% |
| 10Y | +391.7% | +116.6% | +275.1% | +240.4% |
| All | +8,398.6% | +352.3% | +8,046.3% | +2,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling