+397.0%
TSM vs TXT
+4.5%
+392.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | -4.8% | +7.5% | +4.7% |
| 30D | +3.6% | -10.6% | +14.2% | +8.1% |
| 3M | -3.4% | -13.2% | +9.8% | +1.6% |
| 6M | +20.6% | -20.3% | +41.0% | +31.0% |
| YTD | +41.9% | -9.3% | +51.1% | +45.2% |
| 1Y | +84.4% | -2.7% | +87.1% | +82.6% |
| All | +397.0% | +4.5% | +392.5% | +353.2% |
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