-7.0%
TSN vs TXT
+100.3%
-107.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -7.3% | +0.8% | -8.1% | -7.5% |
| 30D | -8.6% | -10.4% | +1.8% | -5.7% |
| 3M | -7.5% | -14.3% | +6.8% | -3.6% |
| 6M | -14.1% | -15.1% | +1.0% | -10.6% |
| YTD | -9.4% | -8.3% | -1.1% | -8.2% |
| 1Y | -4.1% | -0.7% | -3.4% | -5.2% |
| 3Y | +10.3% | +6.0% | +4.4% | +4.8% |
| 5Y | -19.7% | +12.5% | -32.2% | -26.6% |
| 10Y | -7.0% | +103.2% | -110.2% | -36.6% |
| All | -7.0% | +100.3% | -107.3% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling