+427.2%
TXG vs TXT
-1.4%
+428.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +5.0% | -0.2% | +5.2% | +5.2% |
| 30D | +13.5% | -10.2% | +23.7% | +20.7% |
| 3M | +128.0% | -13.3% | +141.3% | +145.4% |
| 6M | +224.4% | -14.4% | +238.8% | +250.9% |
| YTD | +307.0% | -9.1% | +316.1% | +309.2% |
| 1Y | +427.2% | -2.2% | +429.4% | +349.2% |
| All | +427.2% | -1.4% | +428.6% | +349.2% |
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 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