+379.4%
TTD vs TXT
+104.7%
+274.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -4.8% | +11.1% | +9.0% |
| 30D | -23.9% | -10.6% | -13.3% | -19.7% |
| 3M | -31.4% | -13.2% | -18.2% | -27.1% |
| 6M | -42.7% | -20.3% | -22.3% | -37.0% |
| YTD | -62.0% | -9.3% | -52.7% | -61.4% |
| 1Y | -72.2% | -2.7% | -69.5% | -73.0% |
| 3Y | -81.9% | +1.4% | -83.3% | -83.2% |
| 5Y | -81.5% | +9.6% | -91.1% | -83.2% |
| All | +379.4% | +104.7% | +274.7% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling