+558.1%
TTD vs TXT
+103.6%
+454.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.4% |
| 7D | +19.9% | -1.1% | +21.0% | +20.7% |
| 30D | +27.6% | +17.1% | +10.6% | +17.5% |
| 3M | +15.2% | -2.6% | +17.8% | +16.2% |
| 6M | -33.2% | -4.6% | -28.6% | -32.8% |
| YTD | -59.4% | -0.3% | -59.0% | -60.8% |
| 1Y | -64.4% | +5.9% | -70.3% | -66.8% |
| 3Y | -75.9% | +14.4% | -90.3% | -78.9% |
| 5Y | -82.6% | +15.9% | -98.5% | -84.7% |
| 10Y | +558.1% | +99.6% | +458.5% | +387.4% |
| All | +558.1% | +103.6% | +454.5% | +387.4% |
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 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