+265.7%
TSM vs TXT
+8.5%
+257.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -7.3% | +13.3% | -20.6% | -13.0% |
| 3M | -7.1% | -5.0% | -2.2% | -5.4% |
| 6M | +0.2% | -8.4% | +8.7% | +3.3% |
| YTD | +32.2% | -4.0% | +36.2% | +31.9% |
| 1Y | +42.8% | +2.8% | +40.0% | +37.2% |
| 3Y | +330.4% | +10.3% | +320.1% | +283.0% |
| All | +265.7% | +8.5% | +257.1% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling