+443.1%
TTMI vs TXT
+336.6%
+106.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.9% | -4.8% | +10.6% | +8.5% |
| 30D | -4.3% | -10.6% | +6.3% | +1.3% |
| 3M | -32.0% | -13.2% | -18.9% | -27.1% |
| 6M | +19.5% | -20.3% | +39.8% | +34.7% |
| YTD | +82.0% | -9.3% | +91.3% | +91.1% |
| 1Y | +172.6% | -2.7% | +175.3% | +176.4% |
| 3Y | +744.7% | +1.4% | +743.3% | +731.5% |
| 5Y | +805.6% | +9.6% | +796.0% | +748.6% |
| 10Y | +1,057.6% | +94.9% | +962.7% | +638.5% |
| All | +443.1% | +336.6% | +106.5% | +52.8% |
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