+7,104.2%
TRV vs TXT
+2,214.4%
+4,889.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +8.0% | +13.3% | -5.2% | +3.9% |
| 3M | +9.3% | -5.1% | +14.4% | +10.6% |
| 6M | +36.2% | -7.1% | +43.3% | +38.3% |
| YTD | +40.6% | -3.2% | +43.8% | +40.3% |
| 1Y | +43.1% | +2.3% | +40.7% | +40.4% |
| 3Y | +149.6% | +11.1% | +138.5% | +136.2% |
| 5Y | +181.6% | +10.0% | +171.6% | +163.2% |
| 10Y | +352.5% | +91.1% | +261.4% | +240.9% |
| All | +7,104.2% | +2,214.4% | +4,889.7% | +2,042.3% |
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