+7,716.4%
TPR vs TXT
+328.0%
+7,388.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -4.8% | +2.5% | 0.0% |
| 30D | -23.0% | -10.6% | -12.4% | -18.8% |
| 3M | -12.5% | -13.2% | +0.7% | -6.9% |
| 6M | -21.4% | -20.3% | -1.1% | -12.9% |
| YTD | -3.5% | -9.3% | +5.7% | +0.5% |
| 1Y | +17.4% | -2.7% | +20.0% | +18.2% |
| 3Y | +291.3% | +1.4% | +289.9% | +281.3% |
| 5Y | +241.9% | +9.6% | +232.4% | +223.0% |
| 10Y | +322.7% | +94.9% | +227.8% | +206.8% |
| All | +7,716.4% | +328.0% | +7,388.5% | +2,620.6% |
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