+14,178.8%
TT vs TXT
+2,193.3%
+11,985.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.3% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | -14.0% | +14.4% | -28.4% | -19.7% |
| 3M | -15.9% | -4.9% | -10.9% | -14.7% |
| 6M | -17.3% | -10.2% | -7.1% | -14.1% |
| YTD | +4.0% | -4.1% | +8.1% | +4.3% |
| 1Y | -7.1% | +4.0% | -11.1% | -10.3% |
| 3Y | +90.2% | +8.0% | +82.3% | +76.8% |
| 5Y | +131.1% | +8.4% | +122.7% | +111.3% |
| 10Y | +777.7% | +116.6% | +661.1% | +437.8% |
| All | +14,178.8% | +2,193.3% | +11,985.5% | +2,825.1% |
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 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