+902.6%
TT vs TXT
+97.6%
+805.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | 0.0% | -4.8% | +4.8% | +2.3% |
| 30D | -7.2% | -10.6% | +3.5% | -2.2% |
| 3M | -3.0% | -13.2% | +10.2% | +3.3% |
| 6M | +1.4% | -20.3% | +21.7% | +12.2% |
| YTD | +15.9% | -9.3% | +25.1% | +20.3% |
| 1Y | +9.4% | -2.7% | +12.1% | +9.6% |
| 3Y | +124.4% | +1.4% | +123.0% | +115.1% |
| 5Y | +138.0% | +9.6% | +128.5% | +115.9% |
| All | +902.6% | +97.6% | +805.0% | +500.3% |
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 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