+8,486.3%
TPR vs TXT
+361.4%
+8,124.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.8% |
| 7D | +13.9% | -2.5% | +16.4% | +15.2% |
| 30D | +14.9% | +12.8% | +2.1% | +8.3% |
| 3M | -15.4% | -3.6% | -11.8% | -14.1% |
| 6M | -4.5% | -6.9% | +2.5% | -1.8% |
| YTD | +6.0% | -2.2% | +8.2% | +6.3% |
| 1Y | +24.3% | +6.3% | +18.0% | +19.9% |
| 3Y | +412.8% | +10.3% | +402.6% | +379.7% |
| 5Y | +258.4% | +10.6% | +247.8% | +235.9% |
| 10Y | +396.8% | +121.0% | +275.8% | +240.7% |
| All | +8,486.3% | +361.4% | +8,124.9% | +2,777.3% |
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