+233.0%
TRU vs TXT
+84.7%
+148.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +21.3% | +13.3% | +8.0% | +14.1% |
| 3M | +0.2% | -5.0% | +5.2% | +2.1% |
| 6M | +22.4% | -8.4% | +30.8% | +25.9% |
| YTD | -4.8% | -4.0% | -0.9% | -4.9% |
| 1Y | -0.2% | +2.8% | -3.0% | -3.5% |
| 3Y | +57.9% | +10.3% | +47.6% | +46.2% |
| 5Y | -26.1% | +9.2% | -35.3% | -32.2% |
| 10Y | +184.8% | +89.6% | +95.2% | +83.3% |
| All | +233.0% | +84.7% | +148.4% | +112.4% |
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 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