-73.1%
TTD vs TXT
-2.3%
-70.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.7% |
| 7D | +1.7% | -0.2% | +2.0% | +1.7% |
| 30D | +1.6% | -11.1% | +12.7% | -1.0% |
| 3M | -27.8% | -13.0% | -14.9% | -30.0% |
| 6M | -52.1% | -16.2% | -35.9% | -53.7% |
| YTD | -63.1% | -8.7% | -54.4% | -64.5% |
| 1Y | -73.1% | -3.8% | -69.3% | -73.8% |
| All | -73.1% | -2.3% | -70.8% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling