+1,084.3%
TTMI vs TXT
+103.1%
+981.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -6.4% | -10.2% | +3.8% | -0.9% |
| 3M | -28.9% | -13.3% | -15.7% | -23.5% |
| 6M | +26.9% | -14.4% | +41.2% | +38.3% |
| YTD | +77.3% | -9.1% | +86.4% | +86.4% |
| 1Y | +147.5% | -2.2% | +149.7% | +150.8% |
| 3Y | +847.6% | +5.1% | +842.6% | +814.4% |
| 5Y | +802.2% | +12.8% | +789.4% | +730.2% |
| All | +1,084.3% | +103.1% | +981.2% | +692.4% |
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