+12.0%
TXG vs TXT
+66.2%
-54.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -3.9% |
| 7D | +1.8% | -1.1% | +2.9% | +2.3% |
| 30D | -17.7% | +13.3% | -30.9% | -22.8% |
| 3M | +2.3% | -5.1% | +7.5% | +4.0% |
| 6M | +182.5% | -7.1% | +189.6% | +188.9% |
| YTD | +262.4% | -3.2% | +265.6% | +262.6% |
| 1Y | +254.1% | +2.3% | +251.8% | +245.3% |
| 3Y | +66.6% | +11.1% | +55.5% | +58.2% |
| 5Y | -64.5% | +10.0% | -74.5% | -66.5% |
| All | +12.0% | +66.2% | -54.2% | -2.1% |
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