+901.9%
TTMI vs TXT
+5.7%
+896.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.6% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | -5.7% | -11.1% | +5.3% | +2.0% |
| 3M | -27.5% | -13.0% | -14.5% | -20.6% |
| 6M | +47.1% | -16.2% | +63.3% | +65.4% |
| YTD | +87.5% | -8.7% | +96.2% | +99.2% |
| 1Y | +175.2% | -3.8% | +179.0% | +183.1% |
| 3Y | +901.9% | +5.5% | +896.4% | +844.6% |
| All | +901.9% | +5.7% | +896.3% | +844.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling