-84.6%
TTD vs TXT
+13.0%
-97.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.2% | +13.9% |
| 7D | +19.0% | -3.5% | +22.5% | +22.0% |
| 30D | +23.6% | +15.2% | +8.4% | +11.5% |
| 3M | +8.2% | -4.5% | +12.7% | +11.0% |
| 6M | -35.3% | -6.1% | -29.2% | -34.2% |
| YTD | -60.7% | -2.0% | -58.7% | -62.7% |
| 1Y | -65.3% | +4.2% | -69.5% | -69.0% |
| 3Y | -80.6% | +14.4% | -95.0% | -85.4% |
| 5Y | -84.6% | +12.3% | -96.9% | -88.6% |
| All | -84.6% | +13.0% | -97.6% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling