-35.8%
TRU vs TXT
+10.7%
-46.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -9.4% | -0.2% | -9.2% | -9.3% |
| 30D | -4.1% | -10.2% | +6.1% | +1.7% |
| 3M | +13.6% | -13.3% | +26.8% | +21.7% |
| 6M | +3.6% | -14.4% | +17.9% | +11.2% |
| YTD | -9.8% | -9.1% | -0.7% | -7.2% |
| 1Y | -13.6% | -2.2% | -11.5% | -15.5% |
| 3Y | -2.0% | +5.1% | -7.0% | -11.2% |
| 5Y | -35.8% | +12.8% | -48.6% | -46.4% |
| All | -35.8% | +10.7% | -46.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling