+79.6%
TSM vs TXT
-2.3%
+81.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | +4.5% | -11.1% | +15.6% | +7.8% |
| 3M | +3.1% | -13.0% | +16.1% | +6.7% |
| 6M | +30.2% | -16.2% | +46.4% | +35.2% |
| YTD | +45.2% | -8.7% | +53.9% | +47.2% |
| 1Y | +79.6% | -3.8% | +83.3% | +85.0% |
| All | +79.6% | -2.3% | +81.9% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling