+157.6%
TRV vs TXT
+10.7%
+146.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -2.1% | -10.2% | +8.1% | +1.2% |
| 3M | +21.2% | -13.3% | +34.4% | +26.3% |
| 6M | +22.0% | -14.4% | +36.4% | +27.3% |
| YTD | +27.7% | -9.1% | +36.8% | +30.1% |
| 1Y | +36.6% | -2.2% | +38.7% | +35.4% |
| 3Y | +141.1% | +5.1% | +136.0% | +128.8% |
| 5Y | +157.6% | +12.8% | +144.8% | +132.7% |
| All | +157.6% | +10.7% | +146.9% | +132.7% |
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