+1,059.0%
TSN vs TXT
+2,244.6%
-1,185.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +4.9% | -3.5% | +8.4% | +5.7% |
| 30D | +12.1% | +15.2% | -3.1% | +8.2% |
| 3M | +4.1% | -4.5% | +8.6% | +4.9% |
| 6M | -10.9% | -6.1% | -4.8% | -10.1% |
| YTD | +4.8% | -2.0% | +6.7% | +4.2% |
| 1Y | +17.6% | +4.2% | +13.4% | +15.3% |
| 3Y | +43.2% | +14.4% | +28.8% | +35.6% |
| 5Y | -13.9% | +12.3% | -26.2% | -19.1% |
| 10Y | +11.8% | +101.8% | -90.0% | -12.8% |
| All | +1,059.0% | +2,244.6% | -1,185.7% | +395.4% |
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