+212.3%
TTMI vs TXT
+379.5%
-167.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.9% |
| 7D | -11.5% | -1.1% | -10.5% | -10.9% |
| 30D | -40.3% | +17.1% | -57.4% | -45.5% |
| 3M | -44.5% | -2.6% | -41.8% | -44.3% |
| 6M | -54.1% | -4.6% | -49.5% | -53.6% |
| YTD | +4.7% | -0.3% | +5.0% | +3.6% |
| 1Y | +3.3% | +5.9% | -2.5% | -0.7% |
| 3Y | +407.2% | +14.4% | +392.8% | +364.7% |
| 5Y | +406.5% | +15.9% | +390.7% | +357.4% |
| 10Y | +420.4% | +99.6% | +320.8% | +224.8% |
| All | +212.3% | +379.5% | -167.2% | -17.2% |
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