+273.1%
TSM vs TXT
+10.4%
+262.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | -4.8% | +7.5% | +5.1% |
| 30D | +3.6% | -10.6% | +14.2% | +9.1% |
| 3M | -3.4% | -13.2% | +9.8% | +2.7% |
| 6M | +20.6% | -20.3% | +41.0% | +33.3% |
| YTD | +41.9% | -9.3% | +51.1% | +46.1% |
| 1Y | +84.4% | -2.7% | +87.1% | +82.7% |
| 3Y | +380.2% | +1.4% | +378.8% | +349.2% |
| All | +273.1% | +10.4% | +262.7% | +222.8% |
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