-80.6%
TTD vs TXT
+12.6%
-93.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.2% |
| 7D | +1.7% | -0.2% | +2.0% | +1.9% |
| 30D | +1.6% | -11.1% | +12.7% | +9.9% |
| 3M | -27.8% | -13.0% | -14.9% | -22.0% |
| 6M | -52.1% | -16.2% | -35.9% | -47.5% |
| YTD | -63.1% | -8.7% | -54.4% | -63.0% |
| 1Y | -73.1% | -3.8% | -69.3% | -74.5% |
| 3Y | -83.3% | +5.5% | -88.8% | -86.5% |
| 5Y | -80.6% | +12.3% | -92.9% | -85.7% |
| All | -80.6% | +12.6% | -93.2% | -85.7% |
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