+524.6%
TRI vs TXT
+322.5%
+202.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -2.3% | -11.1% | +8.7% | +0.2% |
| 3M | +19.6% | -13.0% | +32.6% | +22.9% |
| 6M | -8.7% | -16.2% | +7.5% | -5.7% |
| YTD | -22.3% | -8.7% | -13.5% | -21.6% |
| 1Y | -40.7% | -3.8% | -36.9% | -41.0% |
| 3Y | -17.8% | +5.5% | -23.3% | -21.0% |
| 5Y | -8.5% | +12.3% | -20.8% | -14.7% |
| 10Y | +192.6% | +97.4% | +95.2% | +122.7% |
| All | +524.6% | +322.5% | +202.1% | +210.7% |
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 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