+18.2%
TSN vs TXT
+103.6%
-85.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.2% |
| 7D | +5.8% | -1.1% | +6.9% | +6.1% |
| 30D | +12.8% | +17.1% | -4.2% | +7.5% |
| 3M | +6.5% | -2.6% | +9.1% | +6.9% |
| 6M | -10.3% | -4.6% | -5.7% | -9.7% |
| YTD | +5.5% | -0.3% | +5.9% | +4.1% |
| 1Y | +15.8% | +5.9% | +9.9% | +12.2% |
| 3Y | +42.5% | +14.4% | +28.1% | +32.2% |
| 5Y | -14.3% | +15.9% | -30.2% | -22.3% |
| 10Y | +18.2% | +99.6% | -81.4% | -13.1% |
| All | +18.2% | +103.6% | -85.4% | -13.1% |
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