+361.1%
TTD vs TXT
+106.8%
+254.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | +3.7% | -10.4% | +14.1% | +9.5% |
| 3M | -30.2% | -14.3% | -15.9% | -25.3% |
| 6M | -51.4% | -15.1% | -36.3% | -48.3% |
| YTD | -63.4% | -8.3% | -55.1% | -63.1% |
| 1Y | -73.5% | -0.7% | -72.8% | -74.6% |
| 3Y | -83.5% | +6.0% | -89.4% | -84.9% |
| 5Y | -80.9% | +12.5% | -93.5% | -82.9% |
| All | +361.1% | +106.8% | +254.3% | +199.2% |
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