+293.8%
TRV vs TXT
+103.1%
+190.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.8% | -10.2% | +8.4% | +2.0% |
| 3M | +21.6% | -13.3% | +34.8% | +27.4% |
| 6M | +22.5% | -14.4% | +36.8% | +28.5% |
| YTD | +28.1% | -9.1% | +37.3% | +31.0% |
| 1Y | +37.0% | -2.2% | +39.2% | +36.1% |
| 3Y | +141.9% | +5.1% | +136.8% | +129.7% |
| 5Y | +158.5% | +12.8% | +145.7% | +133.6% |
| All | +293.8% | +103.1% | +190.8% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling