+322.0%
TSM vs TXT
+7.8%
+314.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +7.0% |
| 7D | -7.6% | -2.5% | -5.0% | -6.8% |
| 30D | -20.5% | +14.4% | -34.9% | -24.6% |
| 3M | -10.0% | -4.9% | -5.1% | -8.4% |
| 6M | -10.1% | -10.2% | +0.2% | -6.7% |
| YTD | +24.5% | -4.1% | +28.6% | +24.5% |
| 1Y | +31.2% | +4.0% | +27.2% | +26.3% |
| 3Y | +322.0% | +8.0% | +314.0% | +274.0% |
| All | +322.0% | +7.8% | +314.2% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling