+227.6%
TRU vs TXT
+74.5%
+153.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.8% |
| 7D | -6.8% | -4.8% | -2.0% | -4.6% |
| 30D | 0.0% | -10.6% | +10.7% | +5.3% |
| 3M | +13.3% | -13.2% | +26.5% | +20.0% |
| 6M | +3.4% | -20.3% | +23.8% | +13.8% |
| YTD | -6.4% | -9.3% | +2.9% | -3.6% |
| 1Y | -9.7% | -2.7% | -7.0% | -10.3% |
| 3Y | +0.1% | +1.4% | -1.2% | -3.4% |
| 5Y | -34.0% | +9.6% | -43.6% | -39.3% |
| 10Y | +147.9% | +94.9% | +53.0% | +58.8% |
| All | +227.6% | +74.5% | +153.1% | +115.4% |
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