+895.4%
TSN vs TXT
+2,070.1%
-1,174.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -6.3% | -4.8% | -1.5% | -5.3% |
| 30D | -10.8% | -10.6% | -0.2% | -8.5% |
| 3M | -8.8% | -13.2% | +4.4% | -6.0% |
| 6M | -16.8% | -20.3% | +3.5% | -12.8% |
| YTD | -10.0% | -9.3% | -0.7% | -8.7% |
| 1Y | -5.3% | -2.7% | -2.6% | -5.5% |
| 3Y | +8.5% | +1.4% | +7.1% | +5.9% |
| 5Y | -22.9% | +9.6% | -32.5% | -27.1% |
| 10Y | -12.6% | +94.9% | -107.5% | -31.1% |
| All | +895.4% | +2,070.1% | -1,174.7% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling