+330.4%
TSM vs TXT
+10.4%
+320.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -7.3% | +13.3% | -20.6% | -11.7% |
| 3M | -7.1% | -5.0% | -2.2% | -5.5% |
| 6M | +0.2% | -8.4% | +8.7% | +3.1% |
| YTD | +32.2% | -4.0% | +36.2% | +32.2% |
| 1Y | +42.8% | +2.8% | +40.0% | +38.3% |
| 3Y | +330.4% | +10.3% | +320.1% | +285.9% |
| All | +330.4% | +10.4% | +320.0% | +285.9% |
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