+254.1%
TXG vs TXT
+2.5%
+251.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.1% |
| 7D | +1.8% | -1.1% | +2.9% | +2.2% |
| 30D | -17.7% | +13.3% | -30.9% | -22.1% |
| 3M | +2.3% | -5.1% | +7.5% | +5.8% |
| 6M | +182.5% | -7.1% | +189.6% | +191.8% |
| YTD | +262.4% | -3.2% | +265.6% | +254.9% |
| 1Y | +254.1% | +2.3% | +251.8% | +227.1% |
| All | +254.1% | +2.5% | +251.6% | +227.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling