+590.9%
TRI vs TXT
+344.5%
+246.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +3.7% | +13.3% | -9.6% | +0.6% |
| 3M | +3.7% | -5.0% | +8.7% | +4.6% |
| 6M | +35.1% | -8.4% | +43.5% | +36.8% |
| YTD | -14.0% | -4.0% | -10.0% | -14.4% |
| 1Y | -19.0% | +2.8% | -21.7% | -20.6% |
| 3Y | -12.0% | +10.3% | -22.3% | -16.5% |
| 5Y | +0.6% | +9.2% | -8.5% | -5.5% |
| 10Y | +225.4% | +89.6% | +135.9% | +149.8% |
| All | +590.9% | +344.5% | +246.5% | +238.9% |
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