+229.9%
TTMI vs TXT
+365.6%
-135.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.1% |
| 7D | +22.6% | -1.1% | +23.7% | +23.2% |
| 30D | -34.3% | +13.3% | -47.6% | -38.9% |
| 3M | -44.8% | -5.1% | -39.6% | -43.9% |
| 6M | -53.3% | -7.1% | -46.2% | -52.2% |
| YTD | +10.6% | -3.2% | +13.8% | +11.0% |
| 1Y | +8.2% | +2.3% | +5.9% | +5.8% |
| 3Y | +435.7% | +11.1% | +424.6% | +397.9% |
| 5Y | +434.2% | +10.0% | +424.2% | +394.9% |
| 10Y | +426.4% | +91.1% | +335.4% | +235.6% |
| All | +229.9% | +365.6% | -135.8% | -11.2% |
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