+1,059.0%
TSN vs TXT
+2,259.2%
-1,200.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | +11.8% | +13.4% | -1.6% | +8.3% |
| 3M | +7.1% | -2.5% | +9.6% | +7.4% |
| 6M | -9.2% | -6.2% | -3.0% | -8.3% |
| YTD | +4.8% | -1.3% | +6.1% | +4.0% |
| 1Y | +11.6% | +4.3% | +7.3% | +9.4% |
| 3Y | +41.5% | +13.2% | +28.3% | +34.4% |
| 5Y | -15.5% | +12.4% | -27.9% | -20.7% |
| 10Y | +16.9% | +94.8% | -77.9% | -8.2% |
| All | +1,059.0% | +2,259.2% | -1,200.2% | +394.7% |
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