-41.5%
TRI vs TXT
0.0%
-41.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +2.1% |
| 7D | -7.9% | +2.5% | -10.3% | -7.5% |
| 30D | -4.5% | -8.9% | +4.3% | -6.1% |
| 3M | +22.1% | -13.6% | +35.7% | +18.4% |
| 6M | -2.8% | -13.1% | +10.3% | -5.4% |
| YTD | -23.4% | -7.0% | -16.4% | -26.2% |
| 1Y | -41.5% | -1.4% | -40.1% | -43.7% |
| All | -41.5% | 0.0% | -41.5% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling